Nonlinear Models in Mathematical Finance: New Research Trends in Option Pricing - Matthias Ehrhardt - Books - Nova Science Publishers Inc - 9781604569315 - October 1, 2008
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Matthias Ehrhardt
Nonlinear Models in Mathematical Finance: New Research Trends in Option Pricing

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Non-linear models are becoming more important since they take into account many effects that are not included in the linear model. This book provides an overview on the research on non-linear option pricing. It helps to foster the usage of non-linear Black-Scholes models in practice.

360 pages, tables & charts

Media Books     Hardcover Book   (Book with hard spine and cover)
Released October 1, 2008
ISBN13 9781604569315
Publishers Nova Science Publishers Inc
Pages 360
Dimensions 187 × 267 × 28 mm   ·   936 g
Editor Ehrhardt, Matthias

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