Spherical approximation techniques form a cornerstone of modern numerical integration on curved domains. These methods seek to approximate integrals over the unit sphere or related manifolds by ...
We propose to use stratified approximations based on the gamma and lognormal distributions for the pricing of options on average, such as Asian options and bond prices in the Dothan model. We show ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results