Novel Methods in Computational Finance - Mathematics in Industry
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Published By Springer International Publishing

9783319612812, 9783319612829
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Proper Orthogonal Decomposition in Option Pricing

2017 ◽  
pp. 441-452
Author(s):  
José P. Silva ◽  
E. Jan W. ter Maten ◽  
Michael Günther ◽  
Matthias Ehrhardt
Keyword(s):  
Option Pricing ◽  
Proper Orthogonal Decomposition ◽  
Orthogonal Decomposition ◽  
Proper Orthogonal

PDE Methods for SABR

2017 ◽  
pp. 265-291 ◽  
Author(s):  
Jörg Kienitz ◽  
Thomas McWalter ◽  
Roelof Sheppard
Keyword(s):  
Pde Methods

Numerical Analysis of Novel Finite Difference Methods

2017 ◽  
pp. 171-214 ◽  
Author(s):  
Rafael Company ◽  
Vera N. Egorova ◽  
Mohamed El Fakharany ◽  
Lucas Jódar ◽  
Fazlollah Soleymani
Keyword(s):  
Numerical Analysis ◽  
Finite Difference ◽  
Finite Difference Methods ◽  
Difference Methods
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