Fast Fourier transform option pricing: efficient approximation methods under multi-factor stochastic volatility and jumps (Q2920955)
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scientific article; zbMATH DE number 6349258
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| English | Fast Fourier transform option pricing: efficient approximation methods under multi-factor stochastic volatility and jumps |
scientific article; zbMATH DE number 6349258 |
Statements
Fast Fourier Transform Option Pricing: Efficient Approximation Methods Under Multi-Factor Stochastic Volatility and Jumps (English)
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29 September 2014
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0.8273499608039856
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0.8237993121147156
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0.8177198171615601
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0.8124083280563354
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