Adaptive integration and approximation over hyper-rectangular regions with applications to basket option pricing (Q3068183): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive integration and approximation over hyper-rectangular regions with applications to basket option pricing |
scientific article |
Statements
Adaptive integration and approximation over hyper-rectangular regions with applications to basket option pricing (English)
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13 January 2011
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adaptive numerical integration
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piecewise polynomial approximations
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basket option pricing
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