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MOR
2002
84views more  MOR 2002»
13 years 9 months ago
Computing Equilibria in Finance Economies
P. Jean-Jacques Herings, Felix Kubler
JC
2010
55views more  JC 2010»
13 years 8 months ago
Dimension-wise integration of high-dimensional functions with applications to finance
We present a new general class of methods for the computation of high-dimensional integrals. The quadrature schemes result by truncation and discretization of the anchored-ANOVA d...
Michael Griebel, Markus Holtz
EVOW
2009
Springer
13 years 7 months ago
An Introduction to Natural Computing in Finance
Jing Dang, Anthony Brabazon, David Edelman, Michae...