Singular Fourier-Padé series expansion of European option prices (Q4554487)
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scientific article; zbMATH DE number 6979517
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| default for all languages | No label defined |
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| English | Singular Fourier-Padé series expansion of European option prices |
scientific article; zbMATH DE number 6979517 |
Statements
Singular Fourier–Padé series expansion of European option prices (English)
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14 November 2018
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singular Fourier-Padé series
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European-type options
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Lévy processes
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affine processes
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0.8529655337333679
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0.8151701092720032
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0.8028934597969055
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0.7807939052581787
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0.7736084461212158
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