Quantization meets Fourier: a new technology for pricing options (Q2288923)
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scientific article; zbMATH DE number 7153550
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| English | Quantization meets Fourier: a new technology for pricing options |
scientific article; zbMATH DE number 7153550 |
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Quantization meets Fourier: a new technology for pricing options (English)
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20 January 2020
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quantization
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characteristic function
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option pricing
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stochastic volatility
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jump processes
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0.8189108967781067
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0.8011185526847839
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0.7987562417984009
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0.7986236810684204
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