Global Optimization Using Interval Arithmetic
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References listed on IDEAS
- Nicola Bruti Liberati & Eckhard Platen, 2004. "On the Efficiency of Simplified Weak Taylor Schemes for Monte Carlo Simulation in Finance," Research Paper Series 114, Quantitative Finance Research Centre, University of Technology, Sydney.
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- Nicola Bruti-Liberati & Eckhard Platen, 2005. "On the Strong Approximation of Jump-Diffusion Processes," Research Paper Series 157, Quantitative Finance Research Centre, University of Technology, Sydney.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Max E. Jerrell, "undated". "Automatic Differentiation and Interval Arithmetic for Estimation of Disequilibrium Models," Computing in Economics and Finance 1996 _028, Society for Computational Economics.
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