LEADER 02525nam0 2200565 i 450 001 VAN0123761 005 20230704091833.697 017 70$2N$a9783319612829 100 $a20191001d2017 |0itac50 ba 101 $aeng 102 $aCH 105 $a|||| ||||| 200 1 $aNovel Methods in Computational Finance$fMatthias Ehrhardt, Michael Günther, E. Jan W. ter Maten editors 210 $aCham$cSpringer$d2017 215 $axviii, 606 p.$cill.$d24 cm 410 1$1001VAN0067048$12001 $aMathematics in industry$1210 $aBerlin [etc.]$cSpringer$v25 410 1$1001VAN0114954$12001 $aˆThe ‰European Consortium for Mathematics in Industry. Subseries$1210 $aBerlin [etc.]$cSpringer 500 1$3VAN0235855$aNovel Methods in Computational Finance$91562249 606 $a65Nxx$xNumerical methods for partial differential equations, boundary value problems [MSC 2020]$3VANC020832$2MF 606 $a91Bxx$xMathematical economics [MSC 2020]$3VANC024654$2MF 610 $aADI-methods$9KW:K 610 $aArtificial boundary condition$9KW:K 610 $aCalibration$9KW:K 610 $aCorrelation$9KW:K 610 $aGPU programming$9KW:K 610 $aHigh-dimensional partial differential equations$9KW:K 610 $aLie Algebra techniques$9KW:K 610 $aLévy methods$9KW:K 610 $aMixed derivatives$9KW:K 610 $aModel order reduction$9KW:K 610 $aNonlinear Black-Scholes equations$9KW:K 610 $aOptimal control techniques$9KW:K 610 $aPartial differential equations$9KW:K 610 $aPositivity preservation$9KW:K 610 $aQuantitative Finance$9KW:K 610 $aTransformation techniques$9KW:K 610 $aUncertainty Quantification$9KW:K 620 $aCH$dCham$3VANL001889 702 1$aEhrhardt$bMatthias$3VANV080516 702 1$ater Maten$bE. Jan W.$3VANV095211 702 1$aGünther$bMichael$3VANV080676 712 $aSpringer $3VANV108073$4650 801 $aIT$bSOL$c20240614$gRICA 856 4 $uhttp://doi.org/10.1007/978-3-319-61282-9$zE-book ? Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o Shibboleth 899 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$1IT-CE0120$2VAN08 912 $fN 912 $aVAN0123761 950 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08CONS e-book 0820 $e08eMF820 20191001 996 $aNovel Methods in Computational Finance$91562249 997 $aUNICAMPANIA