Double-Exponential Fast Gauss Transform Algorithms for Pricing Discrete Lookback Options

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概要

• 論文の詳細を見る
• 京都大学の論文

著者

• Yamamoto Yusaku

  Department Of Computational Science And Engineering Nagoya University

• Yamamoto Yusaku

  Department of Computational Science & Engineering, Graduate School of Engineering, Nagoya University

関連論文

• Double-Exponential Fast Gauss Transform Algorithms for Pricing Discrete Lookback Options
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