Speed and biases of Fourier-based pricing choices: a numerical analysis (Q5028604): Difference between revisions
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Latest revision as of 22:51, 19 April 2024
scientific article; zbMATH DE number 7472010
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Speed and biases of Fourier-based pricing choices: a numerical analysis |
scientific article; zbMATH DE number 7472010 |
Statements
Speed and biases of Fourier-based pricing choices: a numerical analysis (English)
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10 February 2022
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option pricing
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Fourier transforms
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jump processes
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pricing errors
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speed comparisons
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