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1 Ergebnisse
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Robust adaptive numerical integration of irregular function..:
De Luigi, Christophe
;
Lelong, Jérôme
;
Maire, Sylvain
Applied Numerical Mathematics. 100 (2016) - p. 14-30 , 2016
Link:
https://doi.org/10.1016/j.apnum.2015.11.001
RT Journal T1
Robust adaptive numerical integration of irregular functions with applications to basket and other multi-dimensional exotic options
UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.apnum.2015.11.001&Exemplar=1&LAN=DE A1 De Luigi, Christophe A1 Lelong, Jérôme A1 Maire, Sylvain PB Elsevier BV YR 2016 SN 0168-9274 JF Applied Numerical Mathematics VO 100 SP 14 OP 30 LK http://dx.doi.org/https://doi.org/10.1016/j.apnum.2015.11.001 DO https://doi.org/10.1016/j.apnum.2015.11.001 SF ELIB - SuUB Bremen
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