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Financial Instrument Pricing Using C++ 2e + Website最新文献

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C++ Concurrency, Part II Tasks c++并发性,第二部分任务
Pub Date : 2018-09-04 DOI: 10.1002/9781119170518.ch29
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引用次数: 0
Monte Carlo Simulation, Part II 蒙特卡罗模拟,第二部分
Pub Date : 2018-09-04 DOI: 10.1002/9781119170518.ch32
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引用次数: 0
A PDE Software Framework in C++11 for a Class of Path-Dependent Options 一类路径依赖选项的c++ 11 PDE软件框架
Pub Date : 2017-09-01 DOI: 10.1002/wilm.10620
D. Duffy
In this article we apply the Alternating Direction Explicit (ADE) finite difference method to a class of partial differential equations (PDEs) occurring in computational finance. We take the results of Wilmott, Lewis, and Duffy (2014) and we design a softward framework based on it using system decomposition methods in combination with the multiparadigm language features in C++1.
本文将交替方向显式(ADE)有限差分方法应用于计算金融中的一类偏微分方程。我们采用Wilmott, Lewis, and Duffy(2014)的结果,并使用系统分解方法结合c++ 1中的多范式语言特性,在此基础上设计了一个软件框架。
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引用次数: 0
Random Number Generation and Distributions 随机数的生成和分布
Pub Date : 2012-01-02 DOI: 10.1002/9780470685167.ch22
D. Duffy, Jörg Kienitz
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引用次数: 1
Multiple-Precision Arithmetic 多种精密运算
Pub Date : 1960-12-01 DOI: 10.1002/9781119170518.app1
A. PopeDavid, L. SteinMarvin
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引用次数: 0
期刊
Financial Instrument Pricing Using C++ 2e + Website
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