Computing Present Values by the AGM (Paperback) - Common

EAN/UPC/ISBN Code 884127288530



Summary Subject of this paper is a method for computing present values with the Arithmetic-Geometric-Mean iteration (AGM). The classical integral-fomula for present values a " as for-mulated by Reichel [1] a " is solved explicitly by approximating the integral using exponential or trigonometric sums. Using the Elliptic-Integral Presentation (first kind), sequences are con-structed which converge w...