Tools for computational finance
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Publication:5915496
zbMath1044.91534MaRDI QIDQ5915496
Publication date: 30 June 2002
Published in: Universitext (Search for Journal in Brave)
numerical methodsoption pricingfinite element methodsMonte Carlo methodsfinite differencescomputational finance
Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Auctions, bargaining, bidding and selling, and other market models (91B26) Computational methods for problems pertaining to game theory, economics, and finance (91-08) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)
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