+ Acfl-mi a i=2 The Matlab code for implementing the trapezoidal rule is straightfonrvard also. It appears in the Matlab function HestonPriceNewtonCotesm. wt I h. ... Suppose we wish to evaluate a double integral on the domain [a, b] x [6, d].

Title | : | The Heston Model and its Extensions in Matlab and C# |

Author | : | Fabrice D. Rouah |

Publisher | : | John Wiley & Sons - 2013-08-01 |

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