An FFT-network for Lévy option pricing
Year of publication: |
2011
|
---|---|
Authors: | Wong, Hoi Ying ; Guan, Peiqiu |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 35.2011, 4, p. 988-999
|
Subject: | Optionspreistheorie | Option pricing theory |
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