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Handbook of computational and numerical methods in finance

Račev, Svetlozar T. (ed.) - 2004

Persistent link: https://www.econbiz.de/10001921728

First-order schemes in the numerical quantization method

Bally, V.; Pagès, G.; Printems, J. - In: Mathematical finance : an international journal of … 13 (2003) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10001765624

Finanzderivate mit MATLAB : mathematische Modellierung und numerische Simulation

Günther, Michael; Jüngel, Ansgar - 2003 - 1. Aufl.

Persistent link: https://www.econbiz.de/10001768648

Small dimension PDE for discrete Asian options

Benhamou, Eric; Duguet, Alexandre - In: Journal of economic dynamics & control 27 (2003) 11/12, pp. 2095-2114

Persistent link: https://www.econbiz.de/10001768895

Likelihood-based specification analysis of continuous-time models of the short-term interest rate

Durham, Garland B. - In: Journal of financial economics 70 (2003) 3, pp. 463-487

Persistent link: https://www.econbiz.de/10001837787

Computation of business cycle models : a comparison of numerical methods

Heer, Burkhard; Maußner, Alfred - 2004

We compare the numerical methods that are most widely applied in the computation of the standard business cycle model with flexible labor. The numerical techniques imply economically insignificant differences with regard to business cycle summary statistics except for the volatility of...