Mathematical Modeling and Computation in Finance
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Publication:5207029
DOI10.1142/q0236zbMath1427.91001OpenAlexW2966123764MaRDI QIDQ5207029
Lech A. Grzelak, Cornelis W. Oosterlee
Publication date: 19 December 2019
Full work available at URL: https://doi.org/10.1142/q0236
Numerical methods (including Monte Carlo methods) (91G60) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Computational methods for problems pertaining to game theory, economics, and finance (91-08) Mathematical modeling or simulation for problems pertaining to game theory, economics, and finance (91-10)
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