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:
--
复制
发表时间:
2009
期刊:
Tsukuba Economics Working Papers No.2009-08
影响因子:
--
通讯作者:
Hideyuki Takamizawa
Hideyuki Takamizawa
中科院分区:
--
文献类型:
--
作者:
Takamizawa;Hideyuki;Hideyuki Takamizawa;Hideyuki Takamizawa

文献摘要

相似文献