Stochastic market modeling with Gaussian Quadratures: Do rotations of Stroud's octahedron matter?
- Publication Type
- Journal contribution (peer reviewed)
- Authors
- Marco Artavia, Harald Grethe, Georg Zimmermann
- Year of publication
- 2015
- Published in
- Economic Modelling
- Band/Volume
- 45 (2015)/
- Page (from - to)
- 155-168