Fast quadrature methods for options with discrete dividends (Q1675932)
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scientific article; zbMATH DE number 6802811
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| default for all languages | No label defined |
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| English | Fast quadrature methods for options with discrete dividends |
scientific article; zbMATH DE number 6802811 |
Statements
Fast quadrature methods for options with discrete dividends (English)
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3 November 2017
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discrete dividends
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Fejér quadrature
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option pricing
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0.8140636682510376
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0.7969464063644409
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0.7823598384857178
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0.7706807255744934
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