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Numerical Methods in Finance

Overview of attention for book
Numerical Methods in Finance
Springer Berlin Heidelberg

Table of Contents

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    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
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    Chapter 4 Numerical Methods in Finance
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    Chapter 5 Optimal Hedging of American Options in Discrete Time
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    Chapter 6 Optimal Delaunay and Voronoi Quantization Schemes for Pricing American Style Options
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    Chapter 7 Monte-Carlo Valuation of American Options: Facts and New Algorithms to Improve Existing Methods
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    Chapter 8 Least-Squares Monte Carlo for Backward SDEs
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    Chapter 9 Pricing American Options in an Infinite Activity Lévy Market: Monte Carlo and Deterministic Approaches Using a Diffusion Approximation
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    Chapter 10 Fourier Cosine Expansions and Put–Call Relations for Bermudan Options
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    Chapter 11 A Practical View on Valuation of Multi-Exercise American Style Options in Gas and Electricity Markets
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    Chapter 12 Swing Options Valuation: A BSDE with Constrained Jumps Approach
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    Chapter 13 Swing Option Pricing by Optimal Exercise Boundary Estimation
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    Chapter 14 Gas Storage Hedging
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    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
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mendeley
2 Mendeley
Summary
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Chapter title
Fourier Cosine Expansions and Put–Call Relations for Bermudan Options
Chapter number 10
Book title
Numerical Methods in Finance
Published by
Springer, Berlin, Heidelberg, January 2012
DOI 10.1007/978-3-642-25746-9_10
Book ISBNs
978-3-64-225745-2, 978-3-64-225746-9
Authors

Bowen Zhang, Cornelis W. Oosterlee

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Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 2 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 2 100%

Demographic breakdown

Readers by professional status Count As %
Researcher 1 50%
Student > Postgraduate 1 50%
Readers by discipline Count As %
Physics and Astronomy 1 50%
Medicine and Dentistry 1 50%

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