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Gerstner, 2007 - Google Patents

Sparse grid quadrature methods for computational finance

Gerstner, 2007

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Document ID
11438509346036006443
Author
Gerstner T
Publication year
Publication venue
Habilitation, University of Bonn

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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 …
Continue reading at ins.uni-bonn.de (PDF) (other versions)

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