MATLAB^ as a tool in computational finance

DOI10.1007/978-3-642-17254-0_28MaRDI QIDQ3112482zbMATH OpenOpenAlexFDO

Authors James E. Gentle, Angel R. Martinez

Publication date 10 January 2012

Published in Handbook of Computational Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-17254-0_28

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Packaged methods for numerical algorithms (65Y15) Software, source code, etc. for problems pertaining to game theory, economics, and finance (91-04)

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Cited in

(3)

• R programming and its applications in financial mathematics
• An object-oriented framework using design patterns for numerical option pricing
• scientific article; zbMATH DE number 5865552 (Why is no real title available?)

Describes a project that uses

Uses Software

• Matlab

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