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Reihe Springer Finance Lecture Notes

Buchcover Signature Methods in Finance

Signature Methods in Finance

An Introduction with Computational Applications

Springer International Publishing

Buchcover Asymptotic Chaos Expansions in Finance

Asymptotic Chaos Expansions in Finance

Theory and Practice

Springer London

Buchcover Uncertain Volatility Models

Uncertain Volatility Models

Theory and Application

Springer Berlin

Buchcover Exponential Functionals of Brownian Motion and Related Processes

Exponential Functionals of Brownian Motion and Related Processes

Springer Berlin

Buchcover Option Prices as Probabilities

Option Prices as Probabilities

A New Look at Generalized Black-Scholes Formulae

Christophe Profeta

Springer Berlin

Buchcover Semiparametric Modeling of Implied Volatility

Semiparametric Modeling of Implied Volatility

Matthias R. Fengler

Springer Berlin