High-Performance Computing in Finance

DOI10.1201/9781315372006zbMath1496.91007OpenAlexW3002316281MaRDI QIDQ5038996

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Publication date: 10 October 2022

Full work available at URL: https://doi.org/10.1201/9781315372006

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) 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) Random number generation in numerical analysis (65C10) Numerical solutions to stochastic differential and integral equations (65C30) Proceedings, conferences, collections, etc. pertaining to biology (92-06)

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