CVA Computing by PDE Models (Q5274924): Difference between revisions

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+https://doi.org/10.1007/978-3-319-57099-0_2
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+W2606865627
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+Numerical methods to solve PDE models for pricing business companies in different regimes and implementation in GPUs
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@@ Property / cites work @@
+Elementary Stochastic Calculus, with Finance in View
+Normal rank
@@ Property / cites work @@
+An upwind approach for an American and European option pricing model
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@@ Property / cites work @@
+The Mathematics of Financial Derivatives
@@ Property / cites work: The Mathematics of Financial Derivatives / rank @@
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@@ Property / cites work @@
+Q4863379
@@ Property / cites work: Q4863379 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:5274924