Efficient options pricing using the fast Fourier transform (Q3112474)
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scientific article; zbMATH DE number 5996069
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Efficient options pricing using the fast Fourier transform |
scientific article; zbMATH DE number 5996069 |
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Efficient Options Pricing Using the Fast Fourier Transform (English)
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10 January 2012
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0.8456851840019226
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0.8312500715255737
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0.8307802677154541
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0.8300155401229858
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0.8285447359085083
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