Topics in numerical methods for finance /
<p>Presenting state-of-the-art methods in the area, the book begins with a presentation of weak discrete time approximations of jump-diffusion stochastic differential equations for derivatives pricing and risk measurement. Using a moving least squares reconstruction, a numerical approach is th...
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| Other Authors: | , , |
| Format: | eBook |
| Language: | English |
| Published: |
Boston, MA
Springer US
2012.
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| Series: | Springer Proceedings in Mathematics & Statistics
19 |
| Subjects: | |
| Online Access: | Click here to view the full text content |
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