Titlebook: Computational Methods for Quantitative Finance; Finite Element Metho Norbert Hilber,Oleg Reichmann,Christoph Winter Book 2013 Springer-Verl

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Limiting-Recursive Succinctness Progressionsdimensional diffusion, a multidimensional diffusion, a general stochastic volatility or a one-dimensional Lévy process. In this part, we introduce variational numerical methods for pricing under yet more general processes with the aim of achieving linear complexity.

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Norbert Hilber,Oleg Reichmann,Christoph WinterOffers an accessible introduction to modern deterministic numerical methods of option pricing.Presents methods for all standard European plain vanilla option as well as for widely used exotic derivati

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Subpulmonic Ventricular Septal DefectWe consider options on interest rates and present commonly used short rate models to model the time-evolution of the interest rate. Many interest rate derivatives in fixed income markets can then be priced numerically using the computational techniques described in the previous chapter, i.e. they can be interpreted as compound options on bonds.

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Computational Methods for Quantitative Finance978-3-642-35401-4Series ISSN 1616-0533 Series E-ISSN 2195-0687

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Limiting-Recursive Succinctness Progressionsdimensional diffusion, a multidimensional diffusion, a general stochastic volatility or a one-dimensional Lévy process. In this part, we introduce variational numerical methods for pricing under yet more general processes with the aim of achieving linear complexity.

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https://doi.org/10.1007/978-3-642-35401-460J75, 60J25, 60J35, 60J75, 65N06, 65K15, 65N12, 65N30; computational finance; derivative pricing beyo

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