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Novel Methods in Computational Finance / Matthias Ehrhardt, Michael Günther, E. Jan W. ter Maten editors
| 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 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Novel Methods in Computational Finance / Matthias Ehrhardt, Michael Günther, E. Jan W. ter Maten editors
| 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 Algebras 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-VAN00123761 |
| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||