Fast quadrature methods for options with discrete dividends (Q1675932)
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scientific article; zbMATH DE number 6802811
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast quadrature methods for options with discrete dividends |
scientific article; zbMATH DE number 6802811 |
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Fast quadrature methods for options with discrete dividends (English)
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3 November 2017
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discrete dividends
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Fejér quadrature
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option pricing
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