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"Adaptive integration and approximation over hyper-rectangular regions with ..."

Christophe De Luigi, Sylvain Maire (2010)

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DOI: 10.1515/MCMA.2010.011

access: closed

type: Journal Article

metadata version: 2020-07-03

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Christophe De Luigi, Sylvain Maire:
Adaptive integration and approximation over hyper-rectangular regions with applications to basket option pricing. Monte Carlo Methods Appl. 16(3-4): 265-282 (2010)

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