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  • Search: subject:"Multidimensional Euler inversion"
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Barrier option 1 Discretization error 1 Joint probability of default 1 Multidimensional Euler inversion 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Probability theory 1 Statistical error 1 Statistischer Fehler 1 Truncation error 1 Variational method 1 Variationsrechnung 1 Wahrscheinlichkeitsrechnung 1
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Shi, Chao 1 Zeng, Pingping 1
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Operations research letters 1
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Computable error bounds of multidimensional Euler inversion and their financial applications
Zeng, Pingping; Shi, Chao - In: Operations research letters 50 (2022) 6, pp. 726-731
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