Short Communication: Projection of Functionals and Fast Pricing of Exotic Options (Q5092723)
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scientific article; zbMATH DE number 7562467
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Short Communication: Projection of Functionals and Fast Pricing of Exotic Options |
scientific article; zbMATH DE number 7562467 |
Statements
Short Communication: Projection of Functionals and Fast Pricing of Exotic Options (English)
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22 July 2022
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Karhunen-Loève expansion
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signature
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path functional
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derivatives pricing
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