Tools for computational finance.
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Publication:5895545
DOI10.1007/978-1-4471-2993-6zbMath1250.91005OpenAlexW2137275615MaRDI QIDQ5895545
Publication date: 19 March 2012
Published in: Universitext (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-1-4471-2993-6
Monte Carlofinite elementfinite differencerandom numbersexotic optionscomputational financenonlinear Black-Scholes equation
Numerical methods (including Monte Carlo methods) (91G60) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)
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