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Illustrating finance policy with Mathematica

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Publication:1794766
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DOI10.1007/978-3-319-95372-4zbMath1397.00001OpenAlexW2891235016MaRDI QIDQ1794766

Nicholas L. Georgakopoulos

Publication date: 15 October 2018

Published in: Quantitative Perspectives on Behavioral Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-95372-4



Mathematics Subject Classification ID

Theory of programming languages (68N15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to mathematics in general (00-01) Actuarial science and mathematical finance (91G99)


Related Items (4)

An Efficient Numerical Scheme for the Solution of a Stochastic Volatility Model Including Contemporaneous Jumps in Finance ⋮ Error and stability estimates of a time-fractional option pricing model under fully spatial-temporal graded meshes ⋮ Managing the risk based on entropic value-at-risk under a normal-Rayleigh distribution ⋮ A radial basis function -- Hermite finite difference approach to tackle cash-or-nothing and asset-or-nothing options


Uses Software

  • Mathematica



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