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Buch Cover Novel Methods in Computational Finance

Springer International Publishing
171.19 € · Hardcover

nonlinear Black-Scholes equations Lie Algebra techniques Lévy methods high-dimensional partial differential equations optimal control techniques calibration positivity preservation artificial boundary condition transformation techniques mixed derivatives correlation model order reduction uncertainty quantification ADI-methods GPU programming

This book discusses the state-of-the-art and open problems in computational finance. It presents a collection of research outcomes and reviews of the work from the STRIKE project, an FP7 Marie Curie Initial Training Network (ITN) project in which academic partners trained early-stage researcher...

Novel Methods in Computational Finance

Springer International Publishing
160.49 € · eBook

nonlinear Black-Scholes equations Lie Algebra techniques Lévy methods high-dimensional partial differential equations optimal control techniques calibration positivity preservation artificial boundary condition transformation techniques mixed derivatives correlation model order reduction uncertainty quantification ADI-methods GPU programming

This book discusses the state-of-the-art and open problems in computational finance. It presents a collection of research outcomes and reviews of the work from the STRIKE project, an FP7 Marie Curie Initial Training Network (ITN) project in which academic partners trained early-stage researcher...

Novel Methods in Computational Finance

Springer International Publishing
171.19 € · Paperback

nonlinear Black-Scholes equations Lie Algebra techniques Lévy methods high-dimensional partial differential equations optimal control techniques calibration positivity preservation artificial boundary condition transformation techniques mixed derivatives correlation model order reduction uncertainty quantification ADI-methods GPU programming

This book discusses the state-of-the-art and open problems in computational finance. It presents a collection of research outcomes and reviews of the work from the STRIKE project, an FP7 Marie Curie Initial Training Network (ITN) project in which academic partners trained early-stage researcher...

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