Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019 ...

Research Center for Advanced Science and Technology, The University of Tokyo, 4-6-1 Komaba, Meguro-ku, Tokyo 153-8904, Japan Institute of Industrial Science, The University of Tokyo, 4-6-1 Komaba, ...

Institute of Physics, Czech Academy of Sciences, Na Slovance 2, 182 21 Prague 8, Czech Republic Department of Physics and Measurements, University of Chemistry and Technology Prague, Technická 5, 166 ...