FAST HILBERT TRANSFORM ALGORITHMS FOR PRICING DISCRETE TIMER OPTIONS UNDER STOCHASTIC VOLATILITY MODELS (Q3460680)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | FAST HILBERT TRANSFORM ALGORITHMS FOR PRICING DISCRETE TIMER OPTIONS UNDER STOCHASTIC VOLATILITY MODELS |
scientific article |
Statements
FAST HILBERT TRANSFORM ALGORITHMS FOR PRICING DISCRETE TIMER OPTIONS UNDER STOCHASTIC VOLATILITY MODELS (English)
0 references
8 January 2016
0 references
finite-maturity timer options
0 references
Hilbert transform
0 references
stochastic volatility models
0 references