01959nam0 2200421 i 450 VAN011326620230705125531.882N978331911605120180104d2015 |0itac50 baengCH|||| |||||Large deviations and asymptotic methods in financePeter K. Friz ... [et al.] editors[Cham]Springer2015IX, 590 p.ill.24 cm001VAN01025742001 Springer proceedings in mathematics & statistics210 Berlin [etc.]Springer110VAN0235089Large deviations and asymptotic methods in finance152250960F10Large deviations [MSC 2020]VANC020796MF60H30Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]VANC021490MF91G20Derivative securities (option pricing, hedging, etc.) [MSC 2020]VANC031011MF91G80Financial applications of other theories [MSC 2020]VANC031013MFAsymptotic methodsKW:KImplied volatilityKW:KLarge deviationsKW:KMathematical FinanceKW:KOption pricingKW:KQuantitative FinanceKW:KCHChamVANL001889FrizPeter K.VANV080983Springer <editore>VANV108073650ITSOL20240614RICAhttp://dx.doi.org/10.1007/978-3-319-11605-1E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0113266BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 0273 08eMF273 20180104 Large deviations and asymptotic methods in finance1522509UNICAMPANIA