Numerical partial differential equations in finance explained : an introduction to computational finance
Year of publication: |
2017
|
---|---|
Authors: | Hout, Karel J. in 't |
Publisher: |
[Place of publication not identified] : Palgrave Macmillan |
Subject: | Optionspreistheorie | Option pricing theory | Finanzmathematik | Mathematical finance | Financial Engineering | Financial engineering |
-
A review of new developments in finance with deep learning : deep hedging and deep calibration
Shinozaki, Yuji, (2024)
-
Financial instrument pricing using C++
Duffy, Daniel J., (2005)
-
Shonkwiler, Ronald W., (2013)
- More ...
-
Efficient numerical valuation of European options under the two-asset Kou jump-diffusion model
Hout, Karel J. in 't, (2023)
-
Haentjens, Tinne, (2012)
-
ADI schemes for pricing American options under the Heston model
Haentjens, Tinne, (2015)
- More ...