A Double-Exponential Fast Gauss Transform Algorithm for Pricing Discrete Path-Dependent Options (Q5322136): Difference between revisions
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Latest revision as of 22:05, 19 March 2024
scientific article; zbMATH DE number 5580441
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Double-Exponential Fast Gauss Transform Algorithm for Pricing Discrete Path-Dependent Options |
scientific article; zbMATH DE number 5580441 |
Statements
A Double-Exponential Fast Gauss Transform Algorithm for Pricing Discrete Path-Dependent Options (English)
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18 July 2009
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