In-out parity relations for American-style barrier options

Universal recurrence algorithm for computing Nuttall, generalized Marcum and incomplete Toronto functions and moments of a noncentral χ2 random variable

JC Dias, JPV Nunes - European Journal of Operational Research, 2018 - Elsevier
This article proposes a novel recurrence algorithm for computing Nuttall, generalized
Marcum, and incomplete Toronto functions as well as truncated and raw moments (of any …
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