Handbook of numerical analysis. Vol XV. Special Volume: Mathematical modeling and numerical methods in finance.
zbMATH Open1162.65002MaRDI QIDQ1009470FDOQ1009470
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Publication date: 2 April 2009
Published in: Handbook of Numerical Analysis (Search for Journal in Brave)
Full work available at URL: http://www.sciencedirect.com/science/book/9780444518798
Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to numerical analysis (65-06) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)
Cited In (9)
- Pricing interest rate derivatives under monetary changes
- Title not available (Why is that?)
- Relative arbitrage: Sharp time horizons and motion by curvature
- A smooth estimator for MC/QMC methods in finance
- Quantifying dimensional change in stochastic portfolio theory
- Permutation-weighted portfolios and the efficiency of commodity futures markets
- Global well-posedness for passively transported nonlinear moisture dynamics with phase changes
- Spectrum preservers revisited
- Generalised Lyapunov Functions and Functionally Generated Trading Strategies
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