Efficient Option Pricing by Frame Duality with the Fast Fourier Transform
Year of publication: |
2016
|
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Authors: | Kirkby, Justin |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (31 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: SIAM Journal on Financial Mathematics, 6(1), 713-747, 2015 |
Other identifiers: | 10.2139/ssrn.2496211 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; C63 - Computational Techniques |
Source: | ECONIS - Online Catalogue of the ZBW |
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