Analysis, Geometry, and Modeling in Finance (Q3529416)

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Analysis, Geometry, and Modeling in Finance
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    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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