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Nonlinear Models in Mathematical Finance: New Research Trends in Option Pricing Matthias Ehrhardt
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Nonlinear Models in Mathematical Finance: New Research Trends in Option Pricing
Matthias Ehrhardt
Non-linear models are becoming more important since they take into account many effects that are not included in the linear model. This book provides an overview on the research on non-linear option pricing. It helps to foster the usage of non-linear Black-Scholes models in practice.
360 pages, tables & charts
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | October 1, 2008 |
| ISBN13 | 9781604569315 |
| Publishers | Nova Science Publishers Inc |
| Pages | 360 |
| Dimensions | 187 × 267 × 28 mm · 936 g |
| Editor | Ehrhardt, Matthias |
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