Handbook of numerical analysis. Vol XV. Special Volume: Mathematical modeling and numerical methods in finance.

MaRDI QIDQ1009470zbMATH OpenFDO

Authors

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

Mathematics Subject Classification ID

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)

• Spectrum preservers revisited
• Permutation-weighted portfolios and the efficiency of commodity futures markets
• Global well-posedness for passively transported nonlinear moisture dynamics with phase changes
• scientific article; zbMATH DE number 2174322 (Why is no real title available?)
• Pricing interest rate derivatives under monetary changes
• Generalised Lyapunov Functions and Functionally Generated Trading Strategies
• 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

This page was built for publication: Handbook of numerical analysis. Vol XV. Special Volume: Mathematical modeling and numerical methods in finance.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1009470)