Fast Computation of European Option Prices via Approximation to their Fourier Transform
Fast Computation of European Option Prices via Approximation to their Fourier Transform
复制标题
通过近似傅里叶变换快速计算欧洲期权价格
DOI:
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发表时间:
2009
期刊:
影响因子:
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通讯作者:
Hideyuki Takamizawa
中科院分区:
文献类型:
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作者:
Takamizawa;Hideyuki;Hideyuki Takamizawa;Hideyuki Takamizawa