ON ERRORS AND BIAS OF FOURIER TRANSFORM METHODS IN QUADRATIC TERM STRUCTURE MODELS (Q5292280)
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scientific article; zbMATH DE number 5165798
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON ERRORS AND BIAS OF FOURIER TRANSFORM METHODS IN QUADRATIC TERM STRUCTURE MODELS |
scientific article; zbMATH DE number 5165798 |
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ON ERRORS AND BIAS OF FOURIER TRANSFORM METHODS IN QUADRATIC TERM STRUCTURE MODELS (English)
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20 June 2007
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derivative pricing
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quadratic term structure models
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Fourier transform
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fast Fourier transform
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