Pricing the bank's triggered financial products based on Fourier transform method (Q4688982)
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scientific article; zbMATH DE number 6961808
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| English | Pricing the bank's triggered financial products based on Fourier transform method |
scientific article; zbMATH DE number 6961808 |
Statements
22 October 2018
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triggered interest financial product
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Fourier transform
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CIR model
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0.683526873588562
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0.6586601138114929
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0.6581291556358337
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0.6573024392127991
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0.6529512405395508
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