SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS (Q5061497)
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scientific article; zbMATH DE number 7488287
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS |
scientific article; zbMATH DE number 7488287 |
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SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS (English)
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11 March 2022
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options pricing
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inverse Fourier transform
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sinh-acceleration
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barrier options
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B-splines
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