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Nonlinear Models in Mathematical Finance : New Research Trends in Option Pricing by Ehrhardt, Matthias is a business book available to read on EtoBox.
What is Nonlinear Models in Mathematical Finance : New Research Trends in Option Pricing about?
Contents: Introduction: Option Pricing and Hedging in the Presence of Transaction Costs and Nonlinear Partial Differential Equations; Utility indifference pricing with market incompleteness; Pricing options in illiquid markets: symmetry reductions and exact solutions; Distributional solutions to an integro-differential parabolic problem arising on Financial Mathematics; A semidiscretisation method for solving nonlinear Black-Scholes equations: numerical analysis and computing; Transformation met
Who reads Nonlinear Models in Mathematical Finance : New Research Trends in Option Pricing?
It is typically read by working professionals who need an authoritative practice reference.
Common subject areas: medicine, law, business, engineering.
- Author
- Ehrhardt, Matthias
- Publisher
- Nova Science Publishers Inc, United States
- Published
- 2008
- Language
- EN
- ISBN
- 9781604569315
- Category
- business
- Subjects
- Finance, Business, Economics
- Updated
- 2026-03-25
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