A Double-Exponential Fast Gauss Transform Algorithm for Pricing Discrete Path-Dependent Options (Q5322136)
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scientific article; zbMATH DE number 5580441
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| English | A Double-Exponential Fast Gauss Transform Algorithm for Pricing Discrete Path-Dependent Options |
scientific article; zbMATH DE number 5580441 |
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A Double-Exponential Fast Gauss Transform Algorithm for Pricing Discrete Path-Dependent Options (English)
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18 July 2009
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0.9170273542404176
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0.8372276425361633
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0.8088563680648804
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0.8055235743522644
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