Book of Donmon Teith

In this thesis, we study several mathematical finance problems, related to the pricing of derivatives. Using different asymptotic approaches, we develop methods

Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advanc

The authors review some important aspects of finance modeling involving partial differential equations and focus on numerical algorithms for the fast and accura

Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing is the first book that applies advanced analytical and geometrical methods used