Singular Fourier–Padé series expansion of European option prices

From MaRDI portal
Publication:4554487

DOI10.1080/14697688.2017.1414952zbMath1400.91583arXiv1706.06709OpenAlexW2639875259MaRDI QIDQ4554487

Tat Lung Chan (Ron)

Publication date: 14 November 2018

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.06709




Related Items (2)


Uses Software



Cites Work




This page was built for publication: Singular Fourier–Padé series expansion of European option prices