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Handbook of numerical analysis. Vol XV. Special Volume: Mathematical modeling and numerical methods in finance.

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Publication:1009470
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zbMath1162.65002MaRDI QIDQ1009470

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Publication date: 2 April 2009

Published in: Handbook of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: http://www.sciencedirect.com/science/book/9780444518798



Mathematics Subject Classification ID

Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to numerical analysis (65-06) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)


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Global well-posedness for passively transported nonlinear moisture dynamics with phase changes ⋮ Relative arbitrage: Sharp time horizons and motion by curvature ⋮ Spectrum preservers revisited ⋮ A smooth estimator for MC/QMC methods in finance ⋮ Permutation-weighted portfolios and the efficiency of commodity futures markets ⋮ PRICING INTEREST RATE DERIVATIVES UNDER MONETARY CHANGES ⋮ Generalised Lyapunov Functions and Functionally Generated Trading Strategies







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