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Magic Points in Finance: Empirical Integration for Parametr..:
Gaß, Maximilian
;
Glau, Kathrin
;
Mair, Maximilian
SIAM Journal on Financial Mathematics. 8 (2017) 1 - p. 766-803 , 2017
Link:
https://doi.org/10.1137/16m1101301
RT Journal T1
Magic Points in Finance: Empirical Integration for Parametric Option Pricing
UL https://suche.suub.uni-bremen.de/peid=cr-10.1137_16m1101301&Exemplar=1&LAN=DE A1 Gaß, Maximilian A1 Glau, Kathrin A1 Mair, Maximilian PB Society for Industrial & Applied Mathematics (SIAM) YR 2017 SN 1945-497X JF SIAM Journal on Financial Mathematics VO 8 IS 1 SP 766 OP 803 LK http://dx.doi.org/https://doi.org/10.1137/16m1101301 DO https://doi.org/10.1137/16m1101301 SF ELIB - SuUB Bremen
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