Search Results for: Nonlinear Models In Mathematical Finance

This book provides an overview on the current state-of-the-art research on non-linear option pricing. Non-linear models are becoming more and more important sin

This 2000 volume reviews non-linear time series models, and their applications to financial markets.

This book investigates several competing forecasting models for interest rates, financial returns, and realized volatility, addresses the usefulness of nonlinea

Nonlinear models have been used extensively in the areas of economics and finance. Recent literature on the topic has shown that a large number of series exhibi

New Tools to Solve Your Option Pricing ProblemsFor nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dime