Topics in numerical methods for finance. Papers based on the presentations at the 3rd international conference, Limerick, Ireland, June 8--10, 2011.
DOI10.1007/978-1-4614-3433-7zbMath1250.91008OpenAlexW158623343MaRDI QIDQ409311
No author found.
Publication date: 13 April 2012
Published in: Springer Proceedings in Mathematics \& Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-1-4614-3433-7
Numerical methods (including Monte Carlo methods) (91G60) Proceedings of conferences of miscellaneous specific interest (00B25) Microeconomic theory (price theory and economic markets) (91B24) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) Numerical methods for discrete and fast Fourier transforms (65T50) Numerical solutions to stochastic differential and integral equations (65C30)
This page was built for publication: Topics in numerical methods for finance. Papers based on the presentations at the 3rd international conference, Limerick, Ireland, June 8--10, 2011.
