A fast algorithm for computing integrals in function spaces: Financial applications (Q1890891)
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scientific article; zbMATH DE number 758112
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fast algorithm for computing integrals in function spaces: Financial applications |
scientific article; zbMATH DE number 758112 |
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A fast algorithm for computing integrals in function spaces: Financial applications (English)
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23 May 1995
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computing path integrals in function spaces
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financial applications
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pricing European and American style interest rate options
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