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Chaotic solutions in infinite-time horizon linear programming and economic dynamics
Nishimura, Kazuo; Yano, Makoto - In: Advances in mathematical economics 1 (1999), pp. 115-126
Persistent link: https://www.econbiz.de/10001565571
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Finite element modeling of exotic options
Topper, Jürgen - 1998 - Version December 28, 1998
The Finite Element Method is a well-studied and well-understood method of solving partial differential equations. It's applicability to financial models formulated as PDEs is demonstrated. It's advantage concerning the computation of accurate "Greeks" is delineated. This is demonstrated with...
Persistent link: https://www.econbiz.de/10011526581
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Finite element modeling of exotic options
Topper, Jürgen - In: Operations research proceedings 1999 : selected papers …, (pp. 336-341). 2000
Persistent link: https://www.econbiz.de/10001481294
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Finite element modeling of exotic options
Topper, Jürgen - 1998
Persistent link: https://www.econbiz.de/10013416417
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The journal of computational finance
London : Infopro Digital Risk; früher: London : Risk …; … - 1.1998 -
Persistent link: https://www.econbiz.de/10000662860
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Option pricing by mathematical programming
Flåm, Sjur Didrik (contributor) - 2007
Persistent link: https://www.econbiz.de/10003472999
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The journal of computational finance : JFC
London : Infopro Digital Risk; 1998-[?]: London : Risk Publ.; … - 1.1997/98 -
Persistent link: https://www.econbiz.de/10001706564
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Has dynamic programming improved decision making?
Rust, John - In: Annual review of economics 11 (2019), pp. 833-858
Persistent link: https://www.econbiz.de/10012623842
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Generalized bounded rationality and robust multicommodity network design
Sun, Longsheng; Karwan, Mark H.; Kwon, Changhyun - In: Operations research 66 (2018) 1, pp. 42-57
Persistent link: https://www.econbiz.de/10011818591