A REGULARIZED FOURIER TRANSFORM APPROACH FOR VALUING OPTIONS UNDER STOCHASTIC DIVIDEND YIELDS (Q3564990): Difference between revisions

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Latest revision as of 21:39, 2 July 2024

scientific article
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A REGULARIZED FOURIER TRANSFORM APPROACH FOR VALUING OPTIONS UNDER STOCHASTIC DIVIDEND YIELDS
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    A REGULARIZED FOURIER TRANSFORM APPROACH FOR VALUING OPTIONS UNDER STOCHASTIC DIVIDEND YIELDS (English)
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    27 May 2010
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    regularized Fourier transform
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    option pricing
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    stochastic dividend yields
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