Sinh-acceleration for B-spline projection with option pricing applications
Year of publication: |
2021
|
---|---|
Authors: | Bojarčenko, Svetlana I. ; Levendorskij, Sergej Z. ; Kyrkby, J. Lars ; Cui, Zhenyu |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 24.2021, 8, p. 1-50
|
Subject: | Options pricing | inverse Fourier transform | sinh-acceleration | barrier options | B-splines | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Derivat | Derivative |
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