مرکز منطقه ای اطلاع رساني علوم و فناوري - Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options

Title of article :

Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options

Author/Authors :

J. Sadefo Kamdem، نويسنده , , A. Genz، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2008

Pages :

From page :

3389

To page :

3407

Journal title :

Computational Statistics and Data Analysis

Serial Year :

2008

Journal title :

Computational Statistics and Data Analysis

Record number :

308420

Link To Document :