MATLAB FINANCIAL DERIVATIVES TOOLBOX Bedienungsanleitung Seite 119

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References
[1] Ela Pekalska, Marjolein van der Glas, (2001), “Introduction to MATLAB”,
Pattern Recognition Group, Faculty of Applied Sciences, Delft University
Technology.
[2] MATLAB® Release 13 Online Help.
[3] Bharadia M. A. J., Christofides N, and Salkin G. R., (1995), “Computing
the Black and Scholes Implied Volatility”, Advances in Futures and Options
Research, Vol. 8, pp. 15-29.
[4] Miranda M. and Fackler P., (2002), Applied Computational Economics and
Finance, Massachusetts Institute of Technology.
[5] Bertsekas D., (1999), Nonlinear Programming, 2
nd
Edition, Athena
Scientific.
[6] Griffiths D., (2001), “An Introduction to Matlab: Version 2.2”, Department
of Mathematics, The University Dundee DD1 4HN.
[7] Silvestrov D., and Malyarenko A., (2001), “An Introduction to Financial
Mathematics With MATLAB”, Malardalen University.
[8] Chandler G., (2000), “Introduction to Matlab”, Mathematics Department,
The University of Queensland.
[9] Ferrari S., (2000), “Tutorials in Robotics and Intelligent Systems: Part IV.
Introduction to MATLAB Optimization Toolbox”, Department of Mechanical
and Aerospace Engineering, Princeton University.
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