Novel Methods in Computational Finance / Matthias Ehrhardt, Michael Günther, E. Jan W. ter Maten editors |
Pubbl/distr/stampa | Cham, : Springer, 2017 |
Descrizione fisica | xviii, 606 p. : ill. ; 24 cm |
Soggetto topico |
65Nxx - Numerical methods for partial differential equations, boundary value problems [MSC 2020]
91Bxx - Mathematical economics [MSC 2020] |
Soggetto non controllato |
ADI-methods
Artificial boundary condition Calibration Correlation GPU programming High-dimensional partial differential equations Lie Algebra techniques Lévy methods Mixed derivatives Model order reduction Nonlinear Black-Scholes equations Optimal control techniques Partial differential equations Positivity preservation Quantitative Finance Transformation techniques Uncertainty Quantification |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0123761 |
Cham, : Springer, 2017 | ||
![]() | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Novel Methods in Computational Finance / Matthias Ehrhardt, Michael Günther, E. Jan W. ter Maten editors |
Edizione | [Cham : Springer, 2017] |
Pubbl/distr/stampa | xviii, 606 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
Soggetto topico |
65Nxx - Numerical methods for partial differential equations, boundary value problems [MSC 2020]
91Bxx - Mathematical economics [MSC 2020] |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0123761 |
xviii, 606 p., : ill. ; 24 cm | ||
![]() | ||
Lo trovi qui: Univ. Vanvitelli | ||
|