Singular Fourier–Padé series expansion of European option prices (Q4554487)
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scientific article; zbMATH DE number 6979517
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Singular Fourier–Padé series expansion of European option prices |
scientific article; zbMATH DE number 6979517 |
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Singular Fourier–Padé series expansion of European option prices (English)
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14 November 2018
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singular Fourier-Padé series
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European-type options
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Lévy processes
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affine processes
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