Efficient Numerical Inversion for Financial Simulations (Q3405443)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient Numerical Inversion for Financial Simulations |
scientific article |
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Efficient Numerical Inversion for Financial Simulations (English)
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15 February 2010
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Newton interpolation
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Gauss-Lobatto quadrature
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Cox-Ingersoll-Ross (CIR)
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cumulative distribution function (CDF)
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