Some Applications and Methods of Large Deviations in Finance and Insurance

DOI10.1007/978-3-540-73327-0_5zbMath1151.91533arXivmath/0702473OpenAlexW2168282697MaRDI QIDQ5435654

Huyên Pham

Publication date: 14 January 2008

Published in: Paris-Princeton Lectures on Mathematical Finance 2004 (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0702473

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Monte Carlo methods (65C05) Large deviations (60F10) Financial applications of other theories (91G80)

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