Mathematical modeling and computation in finance. With exercises and Python and MATLAB computer codes
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Publication:5207029
Numerical methods (including Monte Carlo methods) (91G60) Mathematical modeling or simulation for problems pertaining to game theory, economics, and finance (91-10) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Computational methods for problems pertaining to game theory, economics, and finance (91-08)
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- Total value adjustment of Bermudan option valuation under pure jump Lévy fluctuations
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