Pages that link to "Item:Q898624"
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The following pages link to Robust adaptive numerical integration of irregular functions with applications to basket and other multi-dimensional exotic options (Q898624):
Displaying 3 items.
- Automatic control variates for option pricing using neural networks (Q2040464) (← links)
- Adaptive integration and approximation over hyper-rectangular regions with applications to basket option pricing (Q3068183) (← links)
- Numerical smoothing with hierarchical adaptive sparse grids and quasi-Monte Carlo methods for efficient option pricing (Q6158396) (← links)
