Pricing power option under NIG model using fast Fourier transform (Q6934754)
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scientific article; zbMATH DE number 8088480
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing power option under NIG model using fast Fourier transform |
scientific article; zbMATH DE number 8088480 |
Statements
Pricing power option under NIG model using fast Fourier transform (English)
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3 September 2025
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power option
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NIG process
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Esscher transform
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Fourier transform
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FFT algorithm
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