Robust adaptive numerical integration of irregular functions with applications to basket and other multi-dimensional exotic options (Q898624)
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scientific article; zbMATH DE number 6522201
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust adaptive numerical integration of irregular functions with applications to basket and other multi-dimensional exotic options |
scientific article; zbMATH DE number 6522201 |
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Robust adaptive numerical integration of irregular functions with applications to basket and other multi-dimensional exotic options (English)
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18 December 2015
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adaptive numerical integration
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option pricing
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Genz package
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control variates
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