A multidimensional Hilbert transform approach for barrier option pricing and survival probability calculation (Q2165398)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multidimensional Hilbert transform approach for barrier option pricing and survival probability calculation |
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A multidimensional Hilbert transform approach for barrier option pricing and survival probability calculation (English)
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19 August 2022
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Hilbert transform
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sinc approximation
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Lévy processes
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barrier options
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survival probability
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