A New Optimized Stochastic Approach for Multiple Integrals in Option Pricing

Venelin Todorov, Ivan Dimov, Stefka Fidanova, Stoyan Poryazov. A New Optimized Stochastic Approach for Multiple Integrals in Option Pricing. In Maria Ganzha, Leszek A. Maciaszek, Marcin Paprzycki, editors, Communication Papers of the 2020 Federated Conference on Computer Science and Information Systems, FedCSIS 2020, Sofia, Bulgaria, September 6-9, 2020. pages 21-24, 2020. [doi]

Abstract

Abstract is missing.