Pricing the bank's triggered financial products based on Fourier transform method
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Publication:4688982
zbMATH Open1413.91132MaRDI QIDQ4688982FDOQ4688982
Authors: Yifeng Wang, Yuyao Sun, Yichen Jiang 
Publication date: 22 October 2018
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Derivative securities (option pricing, hedging, etc.) (91G20) Numerical methods (including Monte Carlo methods) (91G60) Interest rates, asset pricing, etc. (stochastic models) (91G30) Numerical methods for discrete and fast Fourier transforms (65T50)
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