Publication:3574012
From MaRDI portal
zbMath1230.91001MaRDI QIDQ3574012
Umberto Cherubini, Giovanni della Lunga, Pietro Rossi, Sabrina Mulinacci
Publication date: 9 July 2010
91G60: Numerical methods (including Monte Carlo methods)
91-02: Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance
91G20: Derivative securities (option pricing, hedging, etc.)
65T50: Numerical methods for discrete and fast Fourier transforms
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