↓ Skip to main content
What is this page? Embed badge

Numerical Methods in Finance

Overview of attention for book
Cover of 'Numerical Methods in Finance'

Table of Contents

  1. Altmetric Badge
    Book Overview
  2. Altmetric Badge
    Chapter 1 An Introduction to Particle Methods with Financial Applications
  3. Altmetric Badge
    Chapter 2 American Option Valuation with Particle Filters
  4. Altmetric Badge
    Chapter 3 Monte Carlo Methods for Adaptive Disorder Problems
  5. Altmetric Badge
    Chapter 4 Numerical Methods in Finance
  6. Altmetric Badge
    Chapter 5 Optimal Hedging of American Options in Discrete Time
  7. Altmetric Badge
    Chapter 6 Optimal Delaunay and Voronoi Quantization Schemes for Pricing American Style Options
  8. Altmetric Badge
    Chapter 7 Monte-Carlo Valuation of American Options: Facts and New Algorithms to Improve Existing Methods
  9. Altmetric Badge
    Chapter 8 Least-Squares Monte Carlo for Backward SDEs
  10. Altmetric Badge
    Chapter 9 Pricing American Options in an Infinite Activity Lévy Market: Monte Carlo and Deterministic Approaches Using a Diffusion Approximation
  11. Altmetric Badge
    Chapter 10 Fourier Cosine Expansions and Put–Call Relations for Bermudan Options
  12. Altmetric Badge
    Chapter 11 A Practical View on Valuation of Multi-Exercise American Style Options in Gas and Electricity Markets
  13. Altmetric Badge
    Chapter 12 Swing Options Valuation: A BSDE with Constrained Jumps Approach
  14. Altmetric Badge
    Chapter 13 Swing Option Pricing by Optimal Exercise Boundary Estimation
  15. Altmetric Badge
    Chapter 14 Gas Storage Hedging
  16. Altmetric Badge
    Chapter 15 Sensitivity Analysis of Energy Contracts by Stochastic Programming Techniques
Attention for Chapter 10: Fourier Cosine Expansions and Put–Call Relations for Bermudan Options
Altmetric Badge

Citations

dimensions_citation
6 Dimensions

Readers on

mendeley
2 Mendeley
Summary Dimensions citations
So far, Dimensions has found 6 publications that cite this research output.

6

The most recent citing publications are shown below. View all 6 publications that cite this research output on Dimensions.

This page shows the most recent citations of this research output.

Click here to find out how to access more activity.

This page is provided by Altmetric.