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fernando

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16 years, 242 days
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Thanks...,

Okay so...

fernando 4
November 07 2008
0 0

Thanks...,

Okay so it only counts for certain instances. When a and b are complex as in for example the problem for pricing Asian options where a and b are complex  with z large negative, we again have the problem of slow computational time since |az| increases.

Can  you advise me to a paper, if any,  where one can compute 1F1 faster for the given a,b and z.

Thank you.

Thanks...,

Okay so...

fernando 4
November 07 2008

Thanks...,

Okay so it only counts for certain instances. When a and b are complex as in for example the problem for pricing Asian options where a and b are complex  with z large negative, we again have the problem of slow computational time since |az| increases.

Can  you advise me to a paper, if any,  where one can compute 1F1 faster for the given a,b and z.

Thank you.

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