{"id":"https://openalex.org/W3199646979","doi":"https://doi.org/10.1007/978-981-16-2380-6_1","title":"Highly Efficient Stochastic Approaches for Computation of Multiple Integrals for\u00a0European Options","display_name":"Highly Efficient Stochastic Approaches for Computation of Multiple Integrals for\u00a0European Options","publication_year":2021,"publication_date":"2021-09-16","ids":{"openalex":"https://openalex.org/W3199646979","doi":"https://doi.org/10.1007/978-981-16-2380-6_1","mag":"3199646979"},"language":"en","primary_location":{"id":"doi:10.1007/978-981-16-2380-6_1","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-981-16-2380-6_1","pdf_url":null,"source":{"id":"https://openalex.org/S4210169156","display_name":"Lecture notes in networks and systems","issn_l":"2367-3370","issn":["2367-3370","2367-3389"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319972","host_organization_name":"Springer International Publishing","host_organization_lineage":["https://openalex.org/P4310319972","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer International Publishing","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Networks and Systems","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5078762918","display_name":"Venelin Todorov","orcid":"https://orcid.org/0000-0001-7134-5901"},"institutions":[{"id":"https://openalex.org/I4210163063","display_name":"Institute of Information and Communication Technologies","ror":"https://ror.org/05fpsjc82","country_code":"BG","type":"facility","lineage":["https://openalex.org/I24768866","https://openalex.org/I4210163063"]},{"id":"https://openalex.org/I24768866","display_name":"Bulgarian Academy of Sciences","ror":"https://ror.org/01x8hew03","country_code":"BG","type":"funder","lineage":["https://openalex.org/I24768866"]},{"id":"https://openalex.org/I4210105926","display_name":"Institute of Mathematics and Informatics","ror":"https://ror.org/01b5dy719","country_code":"BG","type":"facility","lineage":["https://openalex.org/I24768866","https://openalex.org/I4210105926"]}],"countries":["BG"],"is_corresponding":true,"raw_author_name":"Venelin Todorov","raw_affiliation_strings":["Institute of Information and Communication Technologies, Bulgarian Academy of Sciences, Department of Parallel Algorithms, Acad. G. Bonchev Str., Block 25\u00a0A, 1113, Sofia, Bulgaria","Institute of Mathematics and Informatics, Bulgarian Academy of Sciences, Department of Information Modeling, Acad. Georgi Bonchev Str., Block 8, 1113, Sofia, Bulgaria"],"affiliations":[{"raw_affiliation_string":"Institute of Information and Communication Technologies, Bulgarian Academy of Sciences, Department of Parallel Algorithms, Acad. G. Bonchev Str., Block 25\u00a0A, 1113, Sofia, Bulgaria","institution_ids":["https://openalex.org/I4210163063","https://openalex.org/I24768866"]},{"raw_affiliation_string":"Institute of Mathematics and Informatics, Bulgarian Academy of Sciences, Department of Information Modeling, Acad. Georgi Bonchev Str., Block 8, 1113, Sofia, Bulgaria","institution_ids":["https://openalex.org/I24768866","https://openalex.org/I4210105926"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5052736928","display_name":"Ivan Dimov","orcid":"https://orcid.org/0000-0003-4198-5830"},"institutions":[{"id":"https://openalex.org/I24768866","display_name":"Bulgarian Academy of Sciences","ror":"https://ror.org/01x8hew03","country_code":"BG","type":"funder","lineage":["https://openalex.org/I24768866"]},{"id":"https://openalex.org/I4210163063","display_name":"Institute of Information and Communication Technologies","ror":"https://ror.org/05fpsjc82","country_code":"BG","type":"facility","lineage":["https://openalex.org/I24768866","https://openalex.org/I4210163063"]}],"countries":["BG"],"is_corresponding":false,"raw_author_name":"Ivan Dimov","raw_affiliation_strings":["Institute of Information and Communication Technologies, Bulgarian Academy of Sciences, Department of Parallel Algorithms, Acad. G. Bonchev Str., Block 25\u00a0A, 1113, Sofia, Bulgaria"],"affiliations":[{"raw_affiliation_string":"Institute of Information and Communication Technologies, Bulgarian Academy of Sciences, Department of Parallel Algorithms, Acad. G. Bonchev Str., Block 25\u00a0A, 1113, Sofia, Bulgaria","institution_ids":["https://openalex.org/I4210163063","https://openalex.org/I24768866"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5000444703","display_name":"Stoyan Apostolov","orcid":"https://orcid.org/0000-0002-0798-9857"},"institutions":[{"id":"https://openalex.org/I58918642","display_name":"Sofia University \"St. Kliment Ohridski\"","ror":"https://ror.org/02jv3k292","country_code":"BG","type":"education","lineage":["https://openalex.org/I58918642"]}],"countries":["BG"],"is_corresponding":false,"raw_author_name":"Stoyan Apostolov","raw_affiliation_strings":["Faculty of Mathematics and Informatics, Sofia University, 5 James Bourchier Blvd., 1164, Sofia, Bulgaria"],"affiliations":[{"raw_affiliation_string":"Faculty of Mathematics and Informatics, Sofia University, 5 James Bourchier Blvd., 1164, Sofia, Bulgaria","institution_ids":["https://openalex.org/I58918642"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5003822660","display_name":"Stoyan Poryazov","orcid":"https://orcid.org/0000-0002-1564-1551"},"institutions":[{"id":"https://openalex.org/I24768866","display_name":"Bulgarian Academy of Sciences","ror":"https://ror.org/01x8hew03","country_code":"BG","type":"funder","lineage":["https://openalex.org/I24768866"]},{"id":"https://openalex.org/I4210105926","display_name":"Institute of Mathematics and Informatics","ror":"https://ror.org/01b5dy719","country_code":"BG","type":"facility","lineage":["https://openalex.org/I24768866","https://openalex.org/I4210105926"]}],"countries":["BG"],"is_corresponding":false,"raw_author_name":"Stoyan Poryazov","raw_affiliation_strings":["Institute of Mathematics and Informatics, Bulgarian Academy of Sciences, Department of Information Modeling, Acad. Georgi Bonchev Str., Block 8, 1113, Sofia, Bulgaria"],"affiliations":[{"raw_affiliation_string":"Institute of Mathematics and Informatics, Bulgarian Academy of Sciences, Department of Information Modeling, Acad. Georgi Bonchev Str., Block 8, 1113, Sofia, Bulgaria","institution_ids":["https://openalex.org/I24768866","https://openalex.org/I4210105926"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5078762918"],"corresponding_institution_ids":["https://openalex.org/I24768866","https://openalex.org/I4210105926","https://openalex.org/I4210163063"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.21495658,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"9"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9976999759674072,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9976999759674072,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12404","display_name":"Mathematical Approximation and Integration","score":0.9973999857902527,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11191","display_name":"Mathematical functions and polynomials","score":0.9099000096321106,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/computation","display_name":"Computation","score":0.7255551815032959},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.599493145942688},{"id":"https://openalex.org/keywords/work","display_name":"Work (physics)","score":0.4164505898952484},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.36524417996406555},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.34965071082115173},{"id":"https://openalex.org/keywords/theoretical-computer-science","display_name":"Theoretical computer science","score":0.32604485750198364},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.28553342819213867},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.23951295018196106},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.060636967420578}],"concepts":[{"id":"https://openalex.org/C45374587","wikidata":"https://www.wikidata.org/wiki/Q12525525","display_name":"Computation","level":2,"score":0.7255551815032959},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.599493145942688},{"id":"https://openalex.org/C18762648","wikidata":"https://www.wikidata.org/wiki/Q42213","display_name":"Work (physics)","level":2,"score":0.4164505898952484},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.36524417996406555},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.34965071082115173},{"id":"https://openalex.org/C80444323","wikidata":"https://www.wikidata.org/wiki/Q2878974","display_name":"Theoretical computer science","level":1,"score":0.32604485750198364},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.28553342819213867},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.23951295018196106},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.060636967420578},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-981-16-2380-6_1","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-981-16-2380-6_1","pdf_url":null,"source":{"id":"https://openalex.org/S4210169156","display_name":"Lecture notes in networks and systems","issn_l":"2367-3370","issn":["2367-3370","2367-3389"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319972","host_organization_name":"Springer International Publishing","host_organization_lineage":["https://openalex.org/P4310319972","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer International Publishing","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Networks and Systems","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":14,"referenced_works":["https://openalex.org/W98388201","https://openalex.org/W429043599","https://openalex.org/W647800561","https://openalex.org/W1963748947","https://openalex.org/W1983024074","https://openalex.org/W2013811797","https://openalex.org/W2098612888","https://openalex.org/W2110930696","https://openalex.org/W2149736324","https://openalex.org/W2505716266","https://openalex.org/W2898454123","https://openalex.org/W2963592159","https://openalex.org/W2981504313","https://openalex.org/W4298836940"],"related_works":["https://openalex.org/W2046435967","https://openalex.org/W4231775656","https://openalex.org/W2383646825","https://openalex.org/W2371018915","https://openalex.org/W2354191502","https://openalex.org/W1972225038","https://openalex.org/W3134658850","https://openalex.org/W2355938171","https://openalex.org/W2780079842","https://openalex.org/W2115091349"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
