Large Deviations and Asymptotic Methods in Finance by

Springer Proceedings in Mathematics & Statistics

Large Deviations and Asymptotic Methods in Finance

590 pages paperback

2 editions

nonfiction mathematics challenging informative medium-paced
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Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advances in the application of asymptotic methods in mathematical finance, and thereby provid...

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