Numerical methods and software for Hamilton Jacobi Bellman equations in finance
金融领域 Hamilton Jacobi Bellman 方程的数值方法和软件
基本信息
- 批准号:36828-2010
- 负责人:
- 金额:$ 1.46万
- 依托单位:
- 依托单位国家:加拿大
- 项目类别:Discovery Grants Program - Individual
- 财政年份:2016
- 资助国家:加拿大
- 起止时间:2016-01-01 至 2017-12-31
- 项目状态:已结题
- 来源:
- 关键词:
项目摘要
It is commonly believed that the current problems in the capital markets are a result of the financial models developed by academics and industry practitioners.
人们普遍认为,目前资本市场的问题是学术界和行业从业者开发的金融模型的结果。
项目成果
期刊论文数量(0)
专著数量(0)
科研奖励数量(0)
会议论文数量(0)
专利数量(0)
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Forsyth, Peter其他文献
Patient satisfaction and cost savings analysis of the telemedicine program within a neuro-oncology department.
- DOI:
10.1007/s11060-022-04173-7 - 发表时间:
2022-11 - 期刊:
- 影响因子:3.9
- 作者:
Liu, James K. C.;Kang, Richard;Bilenkin, Arkady;Prorok, Rachel;Whiting, Junmin;Patel, Krupal B.;Beer-Furlan, Andre;Naso, Cristina;Rogers, Andrea;Castro, Xavier Baez;Peguero, Edwin;Mokhtari, Sepideh;Tran, Nam;Etame, Arnold;Pina, Yolanda;Spiess, Philippe E.;Forsyth, Peter;Vogelbaum, Michael A. - 通讯作者:
Vogelbaum, Michael A.
Melanoma central nervous system metastases: An update to approaches, challenges, and opportunities.
- DOI:
10.1111/pcmr.13059 - 发表时间:
2022-11 - 期刊:
- 影响因子:4.3
- 作者:
Karz, Alcida;Dimitrova, Maya;Kleffman, Kevin;Alvarez-Breckenridge, Christopher;Atkins, Michael B.;Boire, Adrienne;Bosenberg, Marcus;Brastianos, Priscilla;Cahill, Daniel P.;Chen, Qing;Ferguson, Sherise;Forsyth, Peter;Oliva, Isabella C. Glitza;Goldberg, Sarah B.;Holmen, Sheri L.;Knisely, Jonathan P. S.;Merlino, Glenn;Nguyen, Don X.;Pacold, Michael E.;Perez-Guijarro, Eva;Smalley, Keiran S. M.;Tawbi, Hussein A.;Wen, Patrick Y.;Davies, Michael A.;Kluger, Harriet M.;Mehnert, Janice M.;Hernando, Eva - 通讯作者:
Hernando, Eva
Is Australian tourism suffering Dutch Disease?
- DOI:
10.1016/j.annals.2013.12.003 - 发表时间:
2014-05-01 - 期刊:
- 影响因子:13.2
- 作者:
Forsyth, Peter;Dwyer, Larry;Spurr, Ray - 通讯作者:
Spurr, Ray
Leptomeningeal disease in melanoma patients: An update to treatment, challenges, and future directions.
- DOI:
10.1111/pcmr.12861 - 发表时间:
2020-07 - 期刊:
- 影响因子:4.3
- 作者:
Glitza, Isabella C.;Smalley, Keiran S. M.;Brastianos, Priscilla K.;Davies, Michael A.;McCutcheon, Ian;Liu, James K. C.;Ahmed, Kamran A.;Arrington, John A.;Evernden, Brittany R.;Smalley, Inna;Eroglu, Zeynep;Khushalani, Nikhil;Margolin, Kim;Kluger, Harriet;Atkins, Michael B.;Tawbi, Hussein;Boire, Adrienne;Forsyth, Peter - 通讯作者:
Forsyth, Peter
Covid-19, the collapse in passenger demand and airport charges
- DOI:
10.1016/j.jairtraman.2020.101932 - 发表时间:
2020-10-01 - 期刊:
- 影响因子:6
- 作者:
Forsyth, Peter;Guiomard, Cathal;Niemeier, Hans-Martin - 通讯作者:
Niemeier, Hans-Martin
Forsyth, Peter的其他文献
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{{ truncateString('Forsyth, Peter', 18)}}的其他基金
Numerical methods for Hamilton Jacobi Bellman equations in computational finance
计算金融中 Hamilton Jacobi Bellman 方程的数值方法
- 批准号:
RGPIN-2017-03760 - 财政年份:2021
- 资助金额:
$ 1.46万 - 项目类别:
Discovery Grants Program - Individual
Numerical methods for Hamilton Jacobi Bellman equations in computational finance
计算金融中 Hamilton Jacobi Bellman 方程的数值方法
- 批准号:
RGPIN-2017-03760 - 财政年份:2020
- 资助金额:
$ 1.46万 - 项目类别:
Discovery Grants Program - Individual
Numerical methods for Hamilton Jacobi Bellman equations in computational finance
计算金融中 Hamilton Jacobi Bellman 方程的数值方法
- 批准号:
RGPIN-2017-03760 - 财政年份:2019
- 资助金额:
$ 1.46万 - 项目类别:
Discovery Grants Program - Individual
Numerical methods for Hamilton Jacobi Bellman equations in computational finance
计算金融中 Hamilton Jacobi Bellman 方程的数值方法
- 批准号:
RGPIN-2017-03760 - 财政年份:2018
- 资助金额:
$ 1.46万 - 项目类别:
Discovery Grants Program - Individual
Numerical methods for Hamilton Jacobi Bellman equations in computational finance
计算金融中 Hamilton Jacobi Bellman 方程的数值方法
- 批准号:
RGPIN-2017-03760 - 财政年份:2017
- 资助金额:
$ 1.46万 - 项目类别:
Discovery Grants Program - Individual
Implied volatility surfaces, local volatility models and low dimensional hedging strategies for arithmetic and geometric baskets
算术和几何篮子的隐含波动率表面、局部波动率模型和低维对冲策略
- 批准号:
435112-2012 - 财政年份:2014
- 资助金额:
$ 1.46万 - 项目类别:
Collaborative Research and Development Grants
Implied volatility surfaces, local volatility models and low dimensional hedging strategies for arithmetic and geometric baskets
算术和几何篮子的隐含波动率表面、局部波动率模型和低维对冲策略
- 批准号:
435112-2012 - 财政年份:2013
- 资助金额:
$ 1.46万 - 项目类别:
Collaborative Research and Development Grants
Numerical methods and software for Hamilton Jacobi Bellman equations in finance
金融领域 Hamilton Jacobi Bellman 方程的数值方法和软件
- 批准号:
36828-2010 - 财政年份:2013
- 资助金额:
$ 1.46万 - 项目类别:
Discovery Grants Program - Individual
Implied volatility surfaces, local volatility models and low dimensional hedging strategies for arithmetic and geometric baskets
算术和几何篮子的隐含波动率表面、局部波动率模型和低维对冲策略
- 批准号:
435112-2012 - 财政年份:2012
- 资助金额:
$ 1.46万 - 项目类别:
Collaborative Research and Development Grants
Numerical methods and software for Hamilton Jacobi Bellman equations in finance
金融领域 Hamilton Jacobi Bellman 方程的数值方法和软件
- 批准号:
36828-2010 - 财政年份:2012
- 资助金额:
$ 1.46万 - 项目类别:
Discovery Grants Program - Individual
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复杂图像处理中的自由非连续问题及其水平集方法研究
- 批准号:60872130
- 批准年份:2008
- 资助金额:28.0 万元
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- 批准年份:2006
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Numerical methods and software for applications in science, engineering and finance
用于科学、工程和金融应用的数值方法和软件
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- 资助金额:
$ 1.46万 - 项目类别:
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偏微分方程的数值方法:创新计算机架构的算法和软件
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用于科学、工程和金融应用的数值方法和软件
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Discovery Grants Program - Individual
Numerical methods and software for Hamilton Jacobi Bellman equations in finance
金融领域 Hamilton Jacobi Bellman 方程的数值方法和软件
- 批准号:
36828-2010 - 财政年份:2013
- 资助金额:
$ 1.46万 - 项目类别:
Discovery Grants Program - Individual