Large Deviations and Asymptotic Methods in Finance
by: Friz, Peter K.; Gatheral, Jim; Gulisashvili, Archil; Jacquier, Antoine; Teichmann, Josef
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Publisher: Springer International Publishing(2015/6/16)
Language: English
ISBN-10: 3319116045
ISBN-13: 9783319116044
e-ISBN-10: 3319116053
e-ISBN-13: 9783319116051
Large Deviations and Asymptotic Methods in Finance
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