A Double-Exponential Fast Gauss Transform Algorithm for Pricing Discrete Path-Dependent Options (Q5322136): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2014681269 / rank | |||
Normal rank |
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)
0 references
18 July 2009
0 references