A fast algorithm for computing integrals in function spaces: Financial applications (Q1890891)
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scientific article; zbMATH DE number 758112
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| English | A fast algorithm for computing integrals in function spaces: Financial applications |
scientific article; zbMATH DE number 758112 |
Statements
A fast algorithm for computing integrals in function spaces: Financial applications (English)
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23 May 1995
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computing path integrals in function spaces
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financial applications
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pricing European and American style interest rate options
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0.7722650170326233
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0.7472888231277466
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0.7440962791442871
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0.739203155040741
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