Pde And Martingle Methods IN Option Pricing Andrea Pascucci

This book offers an introduction to the mathematical, probabilistic and numerical methods used in the modern theory of option pricing.

This book contains mostly the author’s up-to-date research results in the area. Option pricing has attracted much attention in the past decade from applied mathematicians, statisticians, practitioners and educators. Many partial differential equation-based theoretical models have been developed for valuing various options.

This book presents different topics related to innovation, complexity, uncertainty, modeling and simulation, fuzzy logic, decision-making, aggregation operators, business and economic applications, among others.

This multi-author contributed volume gives a comprehensive overview of recent progress in various vibrational spectroscopic techniques and chemometric methods and their applications in chemistry, biology and medicine. In order to meet the needs of readers, the book focuses on recent advances in technical development and potential exploitations of the theory, as well as the new applications of vibrational methods to problems of recent general interest that were difficult or even impossible to achieve in the not so distant past.