scientific article; zbMATH DE number 6759427
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Publication:4978471
zbMath1414.91002MaRDI QIDQ4978471
Amir Nosrati, Alexander V. Melnikov
Publication date: 10 August 2017
Full work available at URL: http://www.crcnetbase.com/isbn/9781482240276
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Numerical methods (including Monte Carlo methods) (91G60) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Applications of stochastic analysis (to PDEs, etc.) (60H30) Derivative securities (option pricing, hedging, etc.) (91G20)
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