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Deterministic and stochastic topics in computational finance

What distinguishes this book from other texts on mathematical finance is the use of both probabilistic and PDEs tools to price derivatives for both constant and stochastic volatility models, by which the reader has the advantage of computing explicitly a large number of prices for European, American...

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Bibliographic Details
Main Author:	Calin, Ovidiu (Author)
Format:	Book
Language:	English
Published:	New Jersey World Scientific 2017
Subjects:	Finance > Mathematical models. Stochastic analysis.
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