Bernhard, Pierre; Engwerda, Jacob C.; Roorda, Berend; … - Université Paris-Dauphine (Paris IX) - 2013
Black-Scholes model because it is used in that most famous theory), instead opting for models that allowed minimax …-Scholes theory; * fair-price interval of an option; * representation formulas and fast algorithms for option pricing; * rainbow … options; * tychastic approach of mathematical finance based upon viability theory. This book provides a welcome addition to …