Novel methods in computational finance

DOI10.1080/00207160.2015.1071692zbMATH Open1347.00081OpenAlexW2324355951MaRDI QIDQ5739573

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Publication date: 19 July 2016

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160.2015.1071692

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Proceedings of conferences of miscellaneous specific interest (00B25) Proceedings, conferences, collections, etc. pertaining to numerical analysis (65-06) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)

Related Items (1)

A finite difference scheme for variational inequalities arising in stochastic control problems with several singular control variables

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