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  • Search: subject:"Partielle Differentialgleichung"
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Year of publication
Subject
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Option pricing theory 2 Optionspreistheorie 2 Theorie 2 Theory 2 Black-Scholes-Modell 1 Chaos theory 1 Chaostheorie 1 Dimensionsreduktion 1 Dünnes Gitter 1 Exotic options 1 Fehlerabschätzung 1 Finite-Elemente-Methode 1 Mathematical programming 1 Mathematische Optimierung 1 Mathematisches Modell 1 Mehrdimensionalität 1 Mehrgitterverfahren 1 Numerical analysis 1 Numerisches Verfahren 1 Parabolische Differentialgleichung 1 Partielle Differentialgleichung 1 Statistical test 1 Statistischer Test 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Hochschulschrift 1 Non-commercial literature 1 Working Paper 1
Language
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German 1 English 1
Author
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Reisinger, Christoph 1 Topper, Jürgen 1
Published in...
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP) 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Numerische Methoden für hochdimensionale parabolische Gleichungen am Beispiel von Optionspreisaufgaben
Reisinger, Christoph - 2004
Persistent link: https://www.econbiz.de/10002734206
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Cover Image
Finite element modeling of exotic options
Topper, Jürgen - 1998 - Version December 28, 1998
The Finite Element Method is a well-studied and well-understood method of solving partial differential equations. It's applicability to financial models formulated as PDEs is demonstrated. It's advantage concerning the computation of accurate "Greeks" is delineated. This is demonstrated with...
Persistent link: https://www.econbiz.de/10011526581
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