Nonlinear option pricing

Author(s)

• Guyon, Julien
• Henry-Labordère, Pierre

Bibliographic Information

Nonlinear option pricing

Julien Guyon, Pierre Henry-Labordère

（Chapman & Hall/CRC financial mathematics series）（A Chapman & Hall book）

CRC Press, c2014

• : hardback

Note

Includes bibliographical references (p. 427-439) and index

Details

• NCID: BB1515878X
• ISBN:
  • 9781466570337
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Boca Raton
• Pages/Volumes: xxxviii, 445 p.
• Size: 25 cm
• Classification:
  • DC23 : 332.64
• Subject Headings:
  • LCSH : Options (Finance) -- Mathematical models
  • LCSH : Nonlinear pricing -- Mathematical models
  • LCSH : Business mathematics
• Parent Bibliography ID:
  • BA59871917
  • BB04603869