Handbook of computational finance.

DOI10.1007/978-3-642-17254-0MaRDI QIDQ607819zbMATH OpenOpenAlexFDO

Authors

Publication date 3 December 2010

Published in Springer Handbooks of Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-17254-0

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Statistical methods; risk measures (91G70) Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Computational methods for problems pertaining to game theory, economics, and finance (91-08)

Cited in

(6)

• scientific article; zbMATH DE number 2174322 (Why is no real title available?)
• Chebyshev reduced basis function applied to option valuation
• On Black-Scholes option pricing model with stochastic volatility: an information theoretic approach
• Investment disputes and their explicit role in option market uncertainty and overall risk instability
• Handbook of financial engineering
• A spectral method for an optimal investment problem with transaction costs under potential utility

Describes a project that uses

Uses Software

• Matlab

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