This monograph presents a novel numerical approach to solving partial integro-differential equati...

The concept of local volatility as well as the local volatility model are one of the classical to...

This book summarizes results on the creation of a new theory of condensation which has an impact ...

This monograph presents a novel numerical approach to solving partial integro-differential equ...

The concept of local volatility as well as the local volatility model are one of the classical to...

This book describes several techniques, first invented in physics for solving problems of heat an...

This volume contains six chapters which cover several modern topics of quantitative finance and r...

This book summarizes results on the creation of a new theory of condensation which has an impact ...

This book describes several techniques, first invented in physics for solving problems of heat an...

The concept of local volatility as well as the local volatility model are one of the classical to...