02525nam0 2200565 i 450 VAN012376120230704091833.697N978331961282920191001d2017 |0itac50 baengCH|||| |||||Novel Methods in Computational FinanceMatthias Ehrhardt, Michael Günther, E. Jan W. ter Maten editorsChamSpringer2017xviii, 606 p.ill.24 cm001VAN00670482001 Mathematics in industry210 Berlin [etc.]Springer25001VAN01149542001 ˆThe ‰European Consortium for Mathematics in Industry. Subseries210 Berlin [etc.]SpringerVAN0235855Novel Methods in Computational Finance156224965NxxNumerical methods for partial differential equations, boundary value problems [MSC 2020]VANC020832MF91BxxMathematical economics [MSC 2020]VANC024654MFADI-methodsKW:KArtificial boundary conditionKW:KCalibrationKW:KCorrelationKW:KGPU programmingKW:KHigh-dimensional partial differential equationsKW:KLie Algebra techniquesKW:KLévy methodsKW:KMixed derivativesKW:KModel order reductionKW:KNonlinear Black-Scholes equationsKW:KOptimal control techniquesKW:KPartial differential equationsKW:KPositivity preservationKW:KQuantitative FinanceKW:KTransformation techniquesKW:KUncertainty QuantificationKW:KCHChamVANL001889EhrhardtMatthiasVANV080516ter MatenE. Jan W.VANV095211GüntherMichaelVANV080676Springer <editore>VANV108073650ITSOL20240614RICAhttp://doi.org/10.1007/978-3-319-61282-9E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0123761BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 0820 08eMF820 20191001 Novel Methods in Computational Finance1562249UNICAMPANIA