Uncertain Volatility Models

Many introductory books on mathematical finance also outline some com­ puter algorithms. My goal is to contribute a closer look at algorithmic issues that arise from complex forms of the underlying pricing models-issues many practitioners need to solve sooner or later in their careers. This book takes such a close look at uncertain volatility models, an exten­ sion of Black-Scholes theory.It discusses applications to exotic option portfo­ lios with barriers and early exercise features. It descri