Handbook of computational finance.

DOI10.1007/978-3-642-17254-0zbMath1259.91001OpenAlexW652163516MaRDI QIDQ607819

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Publication date: 3 December 2010

Published in: Springer Handbooks of Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-17254-0

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Statistical methods; risk measures (91G70) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Computational methods for problems pertaining to game theory, economics, and finance (91-08)

Related Items (4)

Investment disputes and their explicit role in option market uncertainty and overall risk instability ⋮ A spectral method for an optimal investment problem with transaction costs under potential utility ⋮ Chebyshev reduced basis function applied to option valuation ⋮ On Black–Scholes option pricing model with stochastic volatility: an information theoretic approach

Uses Software

• Matlab

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