Multiplicative noise, fast convolution and pricing (Q2879044)
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scientific article; zbMATH DE number 6340782
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multiplicative noise, fast convolution and pricing |
scientific article; zbMATH DE number 6340782 |
Statements
Multiplicative noise, fast convolution and pricing (English)
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5 September 2014
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computational finance
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stochastic processes
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non-Gaussian option pricing
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numerical methods for option pricing
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0.7477807402610779
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0.7353960871696472
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0.7295063138008118
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0.7258517146110535
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0.7253219485282898
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