Optimal Approximation and Pricing of High-Dimensional Options

The book introduces an original general approach to the problem of multidimensional pricing which is applicable for a wide range of practically important examples. It gives a comprehensive and self-contained treatment of the problem of multidimensional pricing which provides the reader with all technical details. The book reflects a new stage of research in Quantitative Finance. It gives a particular fascination when apparently disjoint areas turn out to have a meaningful connection to each other. It demonstrates on concrete examples deep connections between Quantitative Finance and Numerical Analysis, Topology, Functional Analysis and Complexity Theory. The book can be considered as an inspirational source for practitioners, graduate and postgraduate students, MSc and PhD projects, to those working in Quantitative Finance and Economics.