scientific article; zbMATH DE number 5985502
characteristic functionscomputational financefilteringfinite differencesmodel calibrationMonte Carlooption pricingPDEsPIDEs
Finite difference methods for boundary value problems involving PDEs (65N06) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Software, source code, etc. for problems pertaining to game theory, economics, and finance (91-04) Derivative securities (option pricing, hedging, etc.) (91G20) Numerical methods (including Monte Carlo methods) (91G60) Statistical methods; risk measures (91G70) Financial applications of other theories (91G80) Financial and insurance mathematics (aspects of mathematics education) (97M30)
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- Tools for computational finance.
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- scientific article; zbMATH DE number 2174322 (Why is no real title available?)
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