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In mathematical finance diffusion models are widely used and a variety of different parametric models for the drift and diffusion coefficient coexist in the literature. Since derivative prices depend on the particular parametric model of the diffusion coefficient function of the underlying, a...
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We will show a methodology of incorporating a profound statistical software environment into a standard spreadsheet application. Our approach is based upon a client/server computing philosophy, which will enable the user of our client side application to choose between various types of servers...
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We propose a client server architecture for statistical computing. The main feature of our approach is the possibility to connect various client programs via a TCP/IP connection to a powerful statistical engine. This offers the opportunity to include the statistical engine into a number of...
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