A generalized non-square Cholesky decomposition algorithm with applications to finance:
Gespeichert in:
1. Verfasser: | |
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Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Berlin
WIAS
2002
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Schriftenreihe: | Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V.
760 |
Beschreibung: | 26 S. graph. Darst. : 30 cm |
Internformat
MARC
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245 | 1 | 0 | |a A generalized non-square Cholesky decomposition algorithm with applications to finance |c Oliver Reiß. Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |
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300 | |a 26 S. |b graph. Darst. : 30 cm | ||
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490 | 1 | |a Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |v 760 | |
810 | 2 | |a Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |t Preprint |v 760 |w (DE-604)BV009885922 |9 760 | |
999 | |a oai:aleph.bib-bvb.de:BVB01-010178525 |
Datensatz im Suchindex
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any_adam_object | |
author | Reiß, Oliver |
author_facet | Reiß, Oliver |
author_role | aut |
author_sort | Reiß, Oliver |
author_variant | o r or |
building | Verbundindex |
bvnumber | BV016463913 |
classification_rvk | SI 304 |
ctrlnum | (OCoLC)51699639 (DE-599)BVBBV016463913 |
discipline | Mathematik |
format | Book |
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id | DE-604.BV016463913 |
illustrated | Illustrated |
indexdate | 2024-07-09T19:10:47Z |
institution | BVB |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-010178525 |
oclc_num | 51699639 |
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physical | 26 S. graph. Darst. : 30 cm |
publishDate | 2002 |
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series2 | Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |
spelling | Reiß, Oliver Verfasser aut A generalized non-square Cholesky decomposition algorithm with applications to finance Oliver Reiß. Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. Berlin WIAS 2002 26 S. graph. Darst. : 30 cm txt rdacontent n rdamedia nc rdacarrier Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. 760 Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. Preprint 760 (DE-604)BV009885922 760 |
spellingShingle | Reiß, Oliver A generalized non-square Cholesky decomposition algorithm with applications to finance |
title | A generalized non-square Cholesky decomposition algorithm with applications to finance |
title_auth | A generalized non-square Cholesky decomposition algorithm with applications to finance |
title_exact_search | A generalized non-square Cholesky decomposition algorithm with applications to finance |
title_full | A generalized non-square Cholesky decomposition algorithm with applications to finance Oliver Reiß. Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |
title_fullStr | A generalized non-square Cholesky decomposition algorithm with applications to finance Oliver Reiß. Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |
title_full_unstemmed | A generalized non-square Cholesky decomposition algorithm with applications to finance Oliver Reiß. Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |
title_short | A generalized non-square Cholesky decomposition algorithm with applications to finance |
title_sort | a generalized non square cholesky decomposition algorithm with applications to finance |
volume_link | (DE-604)BV009885922 |
work_keys_str_mv | AT reißoliver ageneralizednonsquarecholeskydecompositionalgorithmwithapplicationstofinance |