Large deviations and asymptotic methods in finance

DOI10.1007/978-3-319-11605-1zbMath1322.60003OpenAlexW1122034225MaRDI QIDQ744007

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Publication date: 2 October 2014

Published in: Springer Proceedings in Mathematics \& Statistics (Search for Journal in Brave)

Full work available at URL: https://vestifm.belnauka.by/jour/article/view/316

Mathematics Subject Classification ID

Proceedings, conferences, collections, etc. pertaining to probability theory (60-06) Collections of articles of miscellaneous specific interest (00B15) Applications of stochastic analysis (to PDEs, etc.) (60H30) Large deviations (60F10) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20)

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