SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS (Q5061497): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 19:38, 5 March 2024
scientific article; zbMATH DE number 7488287
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS |
scientific article; zbMATH DE number 7488287 |
Statements
SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS (English)
0 references
11 March 2022
0 references
options pricing
0 references
inverse Fourier transform
0 references
sinh-acceleration
0 references
barrier options
0 references
B-splines
0 references
