Numerical computation of an integral representation for arithmetic-average Asian options (Q1763003)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical computation of an integral representation for arithmetic-average Asian options |
scientific article |
Statements
Numerical computation of an integral representation for arithmetic-average Asian options (English)
0 references
11 February 2005
0 references
Validated integration
0 references
Hermitian quadrature formulas
0 references
automatic differentiation
0 references
