Computable error bounds of multidimensional Euler inversion and their financial applications (Q2102846)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Computable error bounds of multidimensional Euler inversion and their financial applications |
scientific article |
Statements
Computable error bounds of multidimensional Euler inversion and their financial applications (English)
0 references
12 December 2022
0 references
multidimensional Euler inversion
0 references
truncation error
0 references
discretization error
0 references
joint probability of default
0 references
barrier option
0 references
0 references
0 references