Pricing Derivatives Under Lévy Models
Overview of attention for book
Table of Contents
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Altmetric BadgeBook Overview
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Altmetric BadgeChapter 1 Basics of the Finite Difference Method
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Altmetric BadgeChapter 2 Modern Finite Difference Approach
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Altmetric BadgeChapter 3 An M-Matrix Theory and FD
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Altmetric BadgeChapter 4 A Brief Introduction to Lévy Processes
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Altmetric BadgeChapter 5 Pseudoparabolic and Fractional Equations of Option Pricing
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Altmetric BadgeChapter 6 Pseudoparabolic Equations for Various Lévy Models
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Altmetric BadgeChapter 7 High-Order Splitting Methods for Forward PDEs and PIDEs
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Altmetric BadgeChapter 8 Multidimensional Structural Default Models and Correlated Jumps
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Altmetric BadgeChapter 9 LSV Models with Stochastic Interest Rates and Correlated Jumps
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Altmetric BadgeChapter 10 Stochastic Skew Model
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Citations
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- 30 Dimensions
