Asymptotic analysis of stochastic stock price models is the central topic of the present volume. Special examples of such models are stochastic volatility model

The modern financial industry has been required to deal with large and diverse portfolios in a variety of asset classes often with limited market data available

This book grew out of the Random Transformations and Invariance in Stochastic Dynamics conference held in Verona from the 25th to the 28th of March 2019 in hono

This book is a comprehensive exploration of the interplay between Stochastic Analysis, Geometry, and Partial Differential Equations (PDEs). It aims to investiga

What distinguishes this book from other texts on mathematical finance is the use of both probabilistic and PDEs tools to price derivatives for both constant and