Magic Points in Finance: Empirical Integration for Parametric Option Pricing (Q4607050): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1511.00884 / rank | |||
Normal rank | |||
Revision as of 19:02, 19 April 2024
scientific article; zbMATH DE number 6849038
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Magic Points in Finance: Empirical Integration for Parametric Option Pricing |
scientific article; zbMATH DE number 6849038 |
Statements
Magic Points in Finance: Empirical Integration for Parametric Option Pricing (English)
0 references
12 March 2018
0 references
parametric integration
0 references
Fourier pricing
0 references
magic point interpolation
0 references
empirical interpolation
0 references
offline-online decomposition
0 references
calibration
0 references
affine processes
0 references
Fourier transform
0 references
sparse integration
0 references
