Genz

MaRDI QIDQ28602swMATHFDO

Official website http://www.math.wsu.edu/faculty/genz/software/software.html

Cited in

(5)

• CUBPACK
• AMGKQ
• TEST_INT
• Robust adaptive numerical integration of irregular functions with applications to basket and other multi-dimensional exotic options
• Algorithm 988: AMGKQ: an efficient implementation of adaptive multivariate Gauss-Kronrod quadrature for simultaneous integrands in Octave/MATLAB

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