This book provides an overview on the current state-of-the-art
research on non-linear option pricing. Non-linear models are
becoming more and more important since they take into account many
effects that are not included in the linear model. However, in
practice (i.e. in banks) linear models are still used, giving rise
to large errors in computing the fair price of options. Hence,
there exists a noticeable need for non-linear modelling of
financial products. This book will help to foster the usage of
non-linear Black-Scholes models in practice.
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