Pricing derivatives under a Markov skeleton process (Q2992238)
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scientific article; zbMATH DE number 6611141
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing derivatives under a Markov skeleton process |
scientific article; zbMATH DE number 6611141 |
Statements
10 August 2016
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Markov skeleton process
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characteristic function
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fast Fourier transform
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pricing
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0.8368797898292542
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0.7442004084587097
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0.7152094841003418
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0.7120760679244995
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