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Mathematical Models of Financial Derivatives · Study

BookMathematical Models of Financial Derivatives

Yue Kuen Kwok2008

Book2008

Mathematical Models of Financial Derivatives

Yue Kuen Kwok · Claudia Klüppelberg

567 citations·0/0 files stored·Springer finance

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Stochastic processes and financial applications Financial Markets and Investment Strategies Risk Management in Financial Firms

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2000An experimental analysis of multi-attribute auctions 2005Convergence of Monte Carlo simulations involving the mean-reverting square root process 2004PRICING OF THE AMERICAN PUT UNDER LÉVY PROCESSES 2008On the numerical solution of nonlinear Black–Scholes equations 2005Static-arbitrage upper bounds for the prices of basket options 2004Option pricing with Mellin transnforms 2003Application of the Fast Gauss Transform to Option Pricing 2012Pricing and simulations of catastrophe bonds

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Year2008

Typebook

Published2008-01-01

VenueSpringer finance

ISSN-L1616-0533

Languageen

Citations567

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/978-3-540-68688-0

openalex_workW1590646785

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