{"title":"C++ Concurrency, Part II Tasks","authors":"","doi":"10.1002/9781119170518.ch29","DOIUrl":"https://doi.org/10.1002/9781119170518.ch29","url":null,"abstract":"","PeriodicalId":105808,"journal":{"name":"Financial Instrument Pricing Using C++ 2e + Website","volume":"12 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-09-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124406327","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Monte Carlo Simulation, Part II","authors":"","doi":"10.1002/9781119170518.ch32","DOIUrl":"https://doi.org/10.1002/9781119170518.ch32","url":null,"abstract":"","PeriodicalId":105808,"journal":{"name":"Financial Instrument Pricing Using C++ 2e + Website","volume":"23 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-09-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121745990","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A PDE Software Framework in C++11 for a Class of Path-Dependent Options","authors":"D. Duffy","doi":"10.1002/wilm.10620","DOIUrl":"https://doi.org/10.1002/wilm.10620","url":null,"abstract":"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.","PeriodicalId":105808,"journal":{"name":"Financial Instrument Pricing Using C++ 2e + Website","volume":"11 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122097913","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Random Number Generation and Distributions","authors":"D. Duffy, Jörg Kienitz","doi":"10.1002/9780470685167.ch22","DOIUrl":"https://doi.org/10.1002/9780470685167.ch22","url":null,"abstract":"","PeriodicalId":105808,"journal":{"name":"Financial Instrument Pricing Using C++ 2e + Website","volume":"97 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2012-01-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124800408","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Multiple-Precision Arithmetic","authors":"A. PopeDavid, L. SteinMarvin","doi":"10.1002/9781119170518.app1","DOIUrl":"https://doi.org/10.1002/9781119170518.app1","url":null,"abstract":"","PeriodicalId":105808,"journal":{"name":"Financial Instrument Pricing Using C++ 2e + Website","volume":"812 ","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1960-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133970044","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}