×

Found 27 Documents (Results 1–27)

Automatic differentiation in MATLAB using ADMAT with applications. (English) Zbl 1364.65056

Software - Environments - Tools 27. Philadelphia, PA: Society for Industrial and Applied Mathematics (SIAM) (ISBN 978-1-61197-435-5/pbk; 978-1-61197-436-2/ebook). xii, 105 p. (2016).
PDFBibTeX XMLCite
Full Text: DOI

Inverse problems in finance. (English) Zbl 1282.91372

Gerstner, Thomas (ed.) et al., Recent developments in computational finance. Foundations, algorithms and applications. In part based on the presentations at the international workshop on numerical algorithms in computational finance, Frankfurt/Main, Germany, July 20–22, 2011. Hackensack, NJ: World Scientific (ISBN 978-981-4436-42-7/hbk; 978-981-4436-44-1/ebook). Interdisciplinary Mathematical Sciences 14, 81-157 (2013).
PDFBibTeX XMLCite
Full Text: DOI

Numerical solution via transformation methods of nonlinear models in option pricing. (English) Zbl 1230.91190

Todorov, Michail D. (ed.) et al., Application of mathematics in technical and natural sciences. Proceedings of the 2nd international conference (AMiTaNS’10), Sozopol, Bulgaria, June 21–26, 2010. Melville, NY: American Institute of Physics (AIP) (ISBN 978-0-7354-0856-2/pbk). AIP Conference Proceedings 1301, 387-394 (2010).
MSC:  91G60 91G20
PDFBibTeX XMLCite
Full Text: DOI

Filter Results by …

Document Type

all top 5

Year of Publication

all top 3

Main Field

all top 3

Software