Pricing discretely monitored barrier options via a fast and accurate FFT-based method

Description

University of Macau / Faculty of Science and Technology / Department of Mathematics

Links & Downloads

1. http://umaclib3.umac.mo/record=b2148272

Tags

University of Macau -- Dissertations

澳門大學 -- 論文

Options (Finance) -- Mathematical models

Pricing -- Mathematical models

Fourier transformations

Additional Fields

Identifer	oai:union.ndltd.org:MACAU/oai:libdigital.umac.mo:b2148272
Date	January 2010
Creators	Weng, Zuo Qiu
Publisher	University of Macau
Source Sets	University of Macau
Language	English
Detected Language	English
Type	UM_THESES