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An accumulator pricing method based on Fourier cosine series expansions
Ding, Deng
;
Wang, Wenfei
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011333433
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An efficient Fourier expansion method for the calculation of value-at-risk : contributions of extra-ordinary risks
Sio Chong U
;
So, Jacky C.
;
Ding, Deng
;
Liu, Lihong
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011532757
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