Stochastic market modeling with Gaussian Quadratures: Do rotations of Stroud's octahedron matter?
نویسندگان
چکیده
منابع مشابه
Gaussian quadratures with respect to Discrete measures
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ژورنال
عنوان ژورنال: Economic Modelling
سال: 2015
ISSN: 0264-9993
DOI: 10.1016/j.econmod.2014.10.017