4162 results in Numerical analysis and computational science
The Use of Second-Order Stochastic Dominance To Bound European Call Prices: Theory and Results
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- 26 June 1997, pp 305-326
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American Options: A Comparison of Numerical Methods
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- 26 June 1997, pp 67-87
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Introduction
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- 26 June 1997, pp ix-x
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Numerical Methods for Backward Stochastic Differential Equations
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- 26 June 1997, pp 232-244
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Reflected Backward SDEs and American Options
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- 26 June 1997, pp 215-231
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Frontmatter
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- 26 June 1997, pp i-iv
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Convergence of Numerical Schemes for Degenerate Parabolic Equations Arising in Finance Theory
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- 26 June 1997, pp 1-21
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Contents
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- 26 June 1997, pp v-vi
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Martingale-Based Hedge Error Control
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- 26 June 1997, pp 290-304
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Imperfect Markets and Backward Stochastic Differential Equations
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- 26 June 1997, pp 181-214
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Does Volatility Jump or Just Diffuse? A Statistical Approach
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- 26 June 1997, pp 270-289
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Numerical Methods in Finance
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- 26 June 1997
Dynamic Optimization for a Mixed Portfolio with Transaction Costs
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- 26 June 1997, pp 165-180
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Fast, Accurate and Inelegant Valuation of American Options
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- 26 June 1997, pp 88-92
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Wavelet and multiscale methods for operator equations
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- Acta Numerica / Volume 6 / January 1997
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- 07 November 2008, pp. 55-228
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- January 1997
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ANU volume 6 issue 1 Cover and Front matter
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- Acta Numerica / Volume 6 / January 1997
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- 07 November 2008, pp. f1-f6
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- January 1997
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Numerical solution of highly oscillatory ordinary differential equations
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- Acta Numerica / Volume 6 / January 1997
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- 07 November 2008, pp. 437-483
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- January 1997
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ANU volume 6 issue 1 Cover and Back matter
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- Acta Numerica / Volume 6 / January 1997
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- 07 November 2008, p. b1
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- January 1997
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A new version of the Fast Multipole Method for the Laplace equation in three dimensions
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- Acta Numerica / Volume 6 / January 1997
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- 07 November 2008, pp. 229-269
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- January 1997
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Constructing cubature formulae: the science behind the art
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- Acta Numerica / Volume 6 / January 1997
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- 07 November 2008, pp. 1-54
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- January 1997
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