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Publication:3083937
zbMath1217.91002MaRDI QIDQ3083937
Frank J. Fabozzi, Dessilava A. Pachamanova
Publication date: 14 March 2011
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Applications of mathematical programming (90C90) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Derivative securities (option pricing, hedging, etc.) (91G20) Random number generation in numerical analysis (65C10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) General theory of mathematical modeling (00A71) Portfolio theory (91G10)
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