Date
1997
Dewey
Analyse
Sujet
well conditioned linear PDEs; asymptotic results; volatility; Large Deviations; diffusion models
JEL code
C6
Book title
Numerical methods in finance
Author
Rogers, Chris; Talay, Denis
Publisher
Cambridge University Press
Publisher city
Cambridge
Year
1997
Pages number
326
ISBN
0-521-57354-8
