Analysis, Geometry, and Modeling in Finance (Q3529416)
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scientific article; zbMATH DE number 5350447
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Analysis, Geometry, and Modeling in Finance |
scientific article; zbMATH DE number 5350447 |
Statements
Analysis, Geometry, and Modeling in Finance (English)
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9 October 2008
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heat kernel expansion
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option pricing
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portfolio optimization
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dynamics of the implied volatility
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local and stochastic volatility models
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Malliavin calculus
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Black-Scholes equation
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Monte Carlo methods
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0.8289589881896973
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0.7922657132148743
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0.785096287727356
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