Madan, Dilip B

Nonlinear valuation and non-gaussian risks in finance / Dilip B. Madan and Wim Schoutens - Cambridge Cambridge Uni Pr 2022 - xii, 268p

9781316518090


Economics
Financial economics
Finance--Mathematical models
Financial risk management--Mathematical models
Gaussian processes
Multivariate analysis
Nonlinear theories
Processus gaussiens
Valuation

332.015118 / MAD