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  • Matthias Ehrhardt; Michael Günther; E. Jan W. ter Maten
    978-3-319-61282-9
    2017
    Edition 1
    • Offers new or improved methods for dealing with volatility of the financial market
    • Includes concise discussion of modelling, analysis and numerical solution methods for nonlinear Black-Scholes equations
    • Several sections devoted to GPU programming techniques for solving financial problems
    • Special chapter on software includes the Computational Finance Toolbox that provides insights to the detailed implementation of the proposed methods

    €300

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