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