"Approximation of multiple integrals over hyperboloids with application to ..."

Jules Sadefo Kamdem, Alan Genz (2008)

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DOI: 10.1016/J.CSDA.2007.12.006

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type: Journal Article

metadata version: 2020-02-18

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Jules Sadefo Kamdem, Alan Genz:
Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options. Comput. Stat. Data Anal. 52(7): 3389-3407 (2008)

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