Thursday 12 December 2013

Nonlinear Option Pricing by Julien Guyon and Pierre Henry-Labordere

Nonlinear Option Pricing compares various numerical methods for solving high-dimensional nonlinear problems arising in option pricing.



from Books - United States - Latest News http://www.prlog.org/12255475-nonlinear-option-pricing-by-julien-guyon-and-pierre-henry-labordere.html

via IFTTT

No comments:

Post a Comment