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dc.contributor.authorFournié, Eric
dc.contributor.authorLasry, Jean-Michel
dc.contributor.authorLions, Pierre-Louis
dc.date.accessioned2011-07-15T12:21:33Z
dc.date.available2011-07-15T12:21:33Z
dc.date.issued1997
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/6699
dc.language.isoenen
dc.subjectwell conditioned linear PDEsen
dc.subjectasymptotic resultsen
dc.subjectvolatilityen
dc.subjectLarge Deviationsen
dc.subjectdiffusion modelsen
dc.subject.ddc515en
dc.subject.classificationjelC6en
dc.titleSome nonlinear methods for studying far-from-the-money contingent claimsen
dc.typeChapitre d'ouvrage
dc.identifier.citationpages115-145en
dc.relation.ispartoftitleNumerical methods in financeen
dc.relation.ispartofeditorRogers, Chris
dc.relation.ispartofeditorTalay, Denis
dc.relation.ispartofpublnameCambridge University Pressen
dc.relation.ispartofpublcityCambridgeen
dc.relation.ispartofdate1997
dc.relation.ispartofpages326en
dc.description.sponsorshipprivateouien
dc.subject.ddclabelAnalyseen
dc.relation.ispartofisbn0-521-57354-8en


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