Preface

DOI10.1017/CBO9781139017404.001zbMath1262.91001OpenAlexW1449603261MaRDI QIDQ5891709

Zastawniak, Tomasz, Maciej J. Capiński

Publication date: 16 August 2012

Published in: Numerical Methods in Finance with C++ (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/cbo9781139017404.001

zbMATH Keywords

Monte Carlo methodsAmerican optionsfinite difference methodsnon-linear solversbinomial pricer

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Software, source code, etc. for problems pertaining to game theory, economics, and finance (91-04)

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