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Fast evaluation of some probability integrals arisen from the valuations of discretely monitored derivative securities.

Hon-Kwok FungLeong Kwan LiS. P. YungWei Zhou
Published in: Risk Decis. Anal. (2013)
Keyphrases
  • real world
  • probability distribution
  • long term
  • xml retrieval
  • real time
  • genetic algorithm
  • case study
  • special case
  • evaluation measures