Abstract
This minisymposium was an activity of the ECMI Special Interest Group on Computational Finance [2]. The SIG was launched at ECMI-2014 in Taormina (June 9–13, 2014) and (together with the ITN STRIKE network [3]) organized several sessions of a minisymposium in Computational Finance. The corresponding reporting can be found in [1]. At ECMI-2016 we brought together again twelve speakers.
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References
Ehrhardt, M., Günther, M., Maten, E.J.W. ter: ECMI SIG on computational finance. ECMI Newsl. 56, 20–22. http://www.mafy.lut.fi/EcmiNL/issues.php?action=viewart&ID=333 (2014). Accessed 10 Feb 2017
Ehrhardt, M., Maten, E.J.W. ter: SIG computational finance. ECMI Annual Report 2015, European Consortium for Mathematics in Industry, p. 50. http://www-amna.math.uni-wuppertal.de/ecmi-sig-cf/ (2016). Accessed 10 Feb 2017
Multi-ITN STRIKE: Novel Methods in Computational Finance. http://www.itn-strike.eu/. Accessed 10 Feb 2017
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ter Maten, E.J.W., Ehrhardt, M. (2017). Minisymposium: Computational Methods for Finance and Energy Markets. In: Quintela, P., et al. Progress in Industrial Mathematics at ECMI 2016. ECMI 2016. Mathematics in Industry(), vol 26. Springer, Cham. https://doi.org/10.1007/978-3-319-63082-3_20
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DOI: https://doi.org/10.1007/978-3-319-63082-3_20
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