Fourier transform and option pricing: an algorithm with faster convergence rate

DOI10.12460/J.ISSN.1001-4268.APS.2026.2024093MaRDI QIDQ7315911zbMATH OpenFDO

Authors Litan Yan, Yingying Wu, Xingwei Zheng

Publication date 18 August 2026

Published in Chinese Journal of Applied Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.12460/J.ISSN.1001-4268.APS.2026.2024093

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
• scientific article; zbMATH DE number 702539 (Why is no real title available?)
• Option pricing when underlying stock returns are discontinuous
• Option pricing: A simplified approach
• The pricing of options and corporate liabilities

This page was built for publication: Fourier transform and option pricing: an algorithm with faster convergence rate

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7315911)