scientific article; zbMATH DE number 434547

MaRDI QIDQ3139329zbMATH OpenFDO

Authors Marida Bertocchi, Enrico Cavalli, G. M. Zambruno

Publication date 27 October 1996

zbMATH Keywords

Black-Scholes formulafinancial mathematicsknowledge-based systemparallel computationpattern recognitionsymbolic computation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Probabilistic methods, stochastic differential equations (65C99) Pattern recognition, speech recognition (68T10) Theory of languages and software systems (knowledge-based systems, expert systems, etc.) for artificial intelligence (68T35) Symbolic computation and algebraic computation (68W30) Numerical methods (including Monte Carlo methods) (91G60)

Recommendations

• Selected parallel optimization methods for financial management under uncertainty
• Design of high performance financial modelling environment
• scientific article; zbMATH DE number 1069514
• On the parallel solution of stochastic parabolic equation
• scientific article; zbMATH DE number 1432342

Cited in

(2)

• Financial Applications of Symbolically Generated Compact Finite Difference Formulae
• scientific article; zbMATH DE number 1206118 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3139329)