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Magic points in finance: Empirical integration for parametr..:
Gaß, Maximilian
;
Glau, Kathrin
;
Mair, Maximilian
http://arxiv.org/abs/1511.00884. , 2015
Link:
http://arxiv.org/abs/1511.00884
RT Journal T1
Magic points in finance: Empirical integration for parametric option pricing
UL https://suche.suub.uni-bremen.de/peid=base-ftarxivpreprints:oai:arXiv.org:1511.00884&Exemplar=1&LAN=DE A1 Gaß, Maximilian A1 Glau, Kathrin A1 Mair, Maximilian YR 2015 K1 Quantitative Finance - Computational Finance K1 91G60 K1 65D30 JF http://arxiv.org/abs/1511.00884 LK http://arxiv.org/abs/1511.00884 DO http://arxiv.org/abs/1511.00884 SF ELIB - SuUB Bremen
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