Contents: Introduction: Option Pricing and Hedging in the Presence of Transaction Costs and Nonlinear Partial Differential Equations; Utility indifference pricing with market incompleteness; Pricing options in illiquid markets: symmetry reductions and exact solutions; Distributional solutions to an integro-differential parabolic problem arising on Financial Mathematics; A semidiscretisation method for solving nonlinear Black-Scholes equations: numerical analysis and computing; Transformation methods for evaluating ...
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Contents: Introduction: Option Pricing and Hedging in the Presence of Transaction Costs and Nonlinear Partial Differential Equations; Utility indifference pricing with market incompleteness; Pricing options in illiquid markets: symmetry reductions and exact solutions; Distributional solutions to an integro-differential parabolic problem arising on Financial Mathematics; A semidiscretisation method for solving nonlinear Black-Scholes equations: numerical analysis and computing; Transformation methods for evaluating approximations to the optimal exercise boundary for a linear and nonlinear Black-Scholes equation; Global in space numerical computation for the nonlinear Black-Scholes equation; Fixed domain transformations and Split-Step Finite Difference schemes for Nonlinear Black-Scholes equations for American Options; Pricing Hydroelectric Power Plants with/without Operational Restrictions: a Stochastic Control Approach; Numerical solutions of certain nonlinear models in European options on a distributed computing environment; Calibration problems in option pricing; A semi-discretisation method for solving nonlinear Black-Scholes equations: numerical analysis and computing.
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Add this copy of Nonlinear Models in Mathematical Finance: New Research to cart. $84.48, new condition, Sold by Prominent Trading Company rated 4.0 out of 5 stars, ships from Hereford, HEREFORDSHIRE, UNITED KINGDOM, published 2009 by Nova Science Publishers Inc.
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New. Sewn binding. Cloth over boards. 360 p. Contains: Illustrations. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
