Adaptive integration and approximation over hyper-rectangular regions with applications to basket option pricing (Q3068183)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5836199
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Adaptive integration and approximation over hyper-rectangular regions with applications to basket option pricing |
scientific article; zbMATH DE number 5836199 |
Statements
Adaptive integration and approximation over hyper-rectangular regions with applications to basket option pricing (English)
0 references
13 January 2011
0 references
adaptive numerical integration
0 references
piecewise polynomial approximations
0 references
basket option pricing
0 references
0.91920006
0 references
0.87761563
0 references
0.8749342
0 references
0.8732064
0 references
0.85714334
0 references
0.85625404
0 references
0.8511775
0 references
0.8498181
0 references
0.84635967
0 references
