FAST HILBERT TRANSFORM ALGORITHMS FOR PRICING DISCRETE TIMER OPTIONS UNDER STOCHASTIC VOLATILITY MODELS (Q3460680): Difference between revisions

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+A Theory of the Term Structure of Interest Rates
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+A Fourier-Based Valuation Method for Bermudan and Barrier Options under Heston's Model
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+Fourier space time-stepping for option pricing with Lévy models
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+CLOSED-FORM APPROXIMATION OF PERPETUAL TIMER OPTION PRICES
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+A decomposition of Bessel Bridges
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+Q3102961
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