Rational Krylov methods in exponential integrators for European option pricing. (Q5502425)
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scientific article; zbMATH DE number 6476002
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| English | Rational Krylov methods in exponential integrators for European option pricing. |
scientific article; zbMATH DE number 6476002 |
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Rational Krylov methods in exponential integrators for European option pricing (English)
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26 August 2015
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European option pricing
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exponential integrator
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Krylov method
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0.813629150390625
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0.7983195781707764
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0.7858350872993469
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0.7841692566871643
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