Pages that link to "Item:Q3068183"
From MaRDI portal
The following pages link to Adaptive integration and approximation over hyper-rectangular regions with applications to basket option pricing (Q3068183):
Displaying 3 items.
- Robust adaptive numerical integration of irregular functions with applications to basket and other multi-dimensional exotic options (Q898624) (← links)
- Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options (Q1023678) (← links)
- Adaptive stratified Monte Carlo algorithm for numerical computation of integrals (Q1997373) (← links)