Optimization methods, theory and applications / Honglei Xu, Song Wang, Soon-Yi Wu editors
| Optimization methods, theory and applications / Honglei Xu, Song Wang, Soon-Yi Wu editors |
| Pubbl/distr/stampa | Berlin ; Heidelberg, : Springer, 2015 |
| Descrizione fisica | VIII, 205 p. : ill. ; 24 cm |
| Soggetto topico |
90C90 - Applications of mathematical programming [MSC 2020]
49L20 - Dynamic programming in optimal control and differential games [MSC 2020] 00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020] 90-XX - Operations research, mathematical programming [MSC 2020] 65K05 - Numerical mathematical programming methods [MSC 2020] 90C39 - Dynamic programming [MSC 2020] |
| Soggetto non controllato |
Mathematical programming
Numerical optimization Operation Research Optimization Optimization Applications |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113941 |
| Berlin ; Heidelberg, : Springer, 2015 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Optimization methods, theory and applications / Honglei Xu, Song Wang, Soon-Yi Wu editors
| Optimization methods, theory and applications / Honglei Xu, Song Wang, Soon-Yi Wu editors |
| Pubbl/distr/stampa | Berlin ; Heidelberg, : Springer, 2015 |
| Descrizione fisica | VIII, 205 p. : ill. ; 24 cm |
| Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
49L20 - Dynamic programming in optimal control and differential games [MSC 2020] 65K05 - Numerical mathematical programming methods [MSC 2020] 90-XX - Operations research, mathematical programming [MSC 2020] 90C39 - Dynamic programming [MSC 2020] 90C90 - Applications of mathematical programming [MSC 2020] |
| Soggetto non controllato |
Mathematical programming
Numerical optimization Operation Research Optimization Optimization Applications |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00113941 |
| Berlin ; Heidelberg, : Springer, 2015 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Optimization methods, theory and applications / Honglei Xu, Song Wang, Soon-Yi Wu editors
| Optimization methods, theory and applications / Honglei Xu, Song Wang, Soon-Yi Wu editors |
| Edizione | [Berlin] |
| Pubbl/distr/stampa | VIII, 205 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
90C90 - Applications of mathematical programming [MSC 2020]
49L20 - Dynamic programming in optimal control and differential games [MSC 2020] 00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020] 90-XX - Operations research, mathematical programming [MSC 2020] 65K05 - Numerical mathematical programming methods [MSC 2020] 90C39 - Dynamic programming [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0113941 |
| VIII, 205 p., : ill. ; 24 cm | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
The Fitted Finite Volume and Power Penalty Methods for Option Pricing / Song Wang
| The Fitted Finite Volume and Power Penalty Methods for Option Pricing / Song Wang |
| Autore | Wang, Song |
| Pubbl/distr/stampa | Singapore, : Springer, 2020 |
| Descrizione fisica | viii, 94 p. : ill. ; 24 cm |
| Soggetto topico |
65M12 - Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs [MSC 2020]
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 65N08 - Finite volume methods for boundary value problems involving PDEs [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 65K15 - Numerical methods for variational inequalities and related problems [MSC 2020] |
| Soggetto non controllato |
Black-Scholes equations
Computational finance Finite volume methods Numerical Analysis Optimal Control Optimization Option pricing Penalty Methods Variational inequality |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0250295 |
Wang, Song
|
||
| Singapore, : Springer, 2020 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
The Fitted Finite Volume and Power Penalty Methods for Option Pricing / Song Wang
| The Fitted Finite Volume and Power Penalty Methods for Option Pricing / Song Wang |
| Autore | Wang, Song |
| Pubbl/distr/stampa | Singapore, : Springer, 2020 |
| Descrizione fisica | viii, 94 p. : ill. ; 24 cm |
| Soggetto topico |
65K15 - Numerical methods for variational inequalities and related problems [MSC 2020]
65M12 - Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs [MSC 2020] 65N08 - Finite volume methods for boundary value problems involving PDEs [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] |
| Soggetto non controllato |
Black-Scholes equations
Computational finance Finite volume methods Numerical Analysis Optimal Control Optimization Option pricing Penalty Methods Variational inequality |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00250295 |
Wang, Song
|
||
| Singapore, : Springer, 2020 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||