Gerstner, 2007 - Google Patents
Sparse grid quadrature methods for computational financeGerstner, 2007
View PDF- Document ID
- 11438509346036006443
- Author
- Gerstner T
- Publication year
- Publication venue
- Habilitation, University of Bonn
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Snippet
Computational finance (also known as financial engineering) is an interdisciplinary field which uses mathematical finance, stochastic methods, numerical algorithms and computer simulations to aid practitioners in banks, insurance companies or other financial institutions …
- 238000000034 method 0 abstract description 25
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