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Record Nr. |
UNICAMPANIAVAN0113266 |
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Titolo |
Large deviations and asymptotic methods in finance / Peter K. Friz ... [et al.] editors |
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Pubbl/distr/stampa |
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Titolo uniforme |
Large deviations and asymptotic methods in finance |
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Descrizione fisica |
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IX, 590 p. : ill. ; 24 cm |
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Soggetti |
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60F10 - Large deviations [MSC 2020] |
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] |
91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] |
91G80 - Financial applications of other theories [MSC 2020] |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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