Coupling backward induction with Monte Carlo simulations : a fast Fourier transform (FFT) approach
Year of publication: |
1998
|
---|---|
Authors: | Rebonato, Riccardo |
Other Persons: | Cooper, Ian (contributor) |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 5.1998, 2, p. 131-141
|
Subject: | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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