Fast Option Pricing Using Non Uniform Discrete Fourier Transform on Gaussian Discretization Grids
Year of publication: |
2015
|
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Authors: | Minenna, Marcello |
Other Persons: | Verzella, Paolo (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (21 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 28, 2007 erstellt |
Other identifiers: | 10.2139/ssrn.2635422 [DOI] |
Classification: | C63 - Computational Techniques ; C65 - Miscellaneous Mathematical Tools ; C69 - Mathematical Methods and Programming. Other |
Source: | ECONIS - Online Catalogue of the ZBW |
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