Application of the Fast Gauss Transform to Option Pricing (Q3114865): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2132994877 / rank | |||
Normal rank | |||
Latest revision as of 19:55, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Application of the Fast Gauss Transform to Option Pricing |
scientific article |
Statements
Application of the Fast Gauss Transform to Option Pricing (English)
0 references
19 February 2012
0 references
option pricing
0 references
American options
0 references
fast Gauss transform
0 references
jump-diffusion model
0 references
