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Einführung in die numerische Berechnung von Finanz-Derivaten : computational finance ; mit 4 Tabellen und 36 Übungsaufgaben
Seydel, Rüdiger - 2000
Persistent link: https://www.econbiz.de/10001452649
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Derivative securities and difference methods
Zhu, Youlan; Wu, Xiaonan; Chern, I-Liang - 2004
Persistent link: https://www.econbiz.de/10001857156
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Solving incomplete markets models by derivative aggregation
Grasl, Tobias - 2013
Persistent link: https://www.econbiz.de/10009739531
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Computational methods in finance
Hirsa, Ali - 2013
Persistent link: https://www.econbiz.de/10009632516
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High-order computational methods for option valuation under multifactor models
Rambeerich, N.; Tangman, D. Y.; Lollchund, M. R.; … - In: European journal of operational research : EJOR 224 (2013) 1, pp. 219-226
Persistent link: https://www.econbiz.de/10009677905
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Financial derivative and energy market valuation : theory and implementation in Matlab
Mastro, Michael A. - 2013
Persistent link: https://www.econbiz.de/10009732367
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Mathematical finance : theory, modeling, implementation
Fries, Christian - 2007
Persistent link: https://www.econbiz.de/10003433292
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Recent advances in numerical methods for pricing derivative securities
Broadie, Mark; Detemple, Jérôme B. - In: Numerical methods in finance, (pp. 43-66). 2008
Persistent link: https://www.econbiz.de/10003723883
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Einführung in die numerische Berechnung von Finanzderivaten : computational finance
Seydel, Rüdiger - 2017 - 2. Auflage
Persistent link: https://www.econbiz.de/10011482823
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A study on numerical solution of Black-Scholes model
Anwar, Md. Nurul; Andallah, Laek Sazzad - In: Journal of mathematical finance 8 (2018) 2, pp. 372-381
Persistent link: https://www.econbiz.de/10011874785