Numerical computation of an integral representation for arithmetic-average Asian options (Q1763003): Difference between revisions
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Latest revision as of 00:59, 20 March 2024
scientific article
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English | Numerical computation of an integral representation for arithmetic-average Asian options |
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Numerical computation of an integral representation for arithmetic-average Asian options (English)
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11 February 2005
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Validated integration
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Hermitian quadrature formulas
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automatic differentiation
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