Genz

swMATH16733MaRDI QIDQ28602FDOQ28602

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Official website: http://www.math.wsu.edu/faculty/genz/software/software.html

Cited In (4)

• Robust adaptive numerical integration of irregular functions with applications to basket and other multi-dimensional exotic options
• AMGKQ
• TEST_INT
• Algorithm 988: AMGKQ: an efficient implementation of adaptive multivariate Gauss-Kronrod quadrature for simultaneous integrands in Octave/MATLAB

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