Numerical computation of an integral representation for arithmetic-average Asian options (Q1763003)
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scientific article; zbMATH DE number 2133734
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical computation of an integral representation for arithmetic-average Asian options |
scientific article; zbMATH DE number 2133734 |
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Numerical computation of an integral representation for arithmetic-average Asian options (English)
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11 February 2005
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Validated integration
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Hermitian quadrature formulas
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automatic differentiation
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