A fast algorithm for computing integrals in function spaces: Financial applications
type: Item
instance of: scholarly article
title: A fast algorithm for computing integrals in function spaces: Financial applications
zbMATH Open document ID: 0824.90013
DOI: 10.1007/BF01299456
author: Alexander Eydeland
published in: Computational Economics
publication date: 1995-05-23T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 90-08
zbMATH DE Number: 758112
zbMATH Keywords: computing path integrals in function spaces
zbMATH Keywords: financial applications
zbMATH Keywords: pricing European and American style interest rate options
MaRDI profile type: Publication
cites work: Q4740131
description: scientific article; zbMATH DE number 758112