Dell'Era Mario, M.D. - Volkswirtschaftliche Fakultät, … - 2008
Options as Fourier series, is matter of computation complexity. The methods used to evaluate options of this kind have a high … value of computation complexity, furthermore, them have not the capacity to manage it, while using our method, one can … define, through an easy analytical report, the computation complexity of the problem, and also one can choice its accuracy. …