Work

Option Pricing Using Fourier Transforms: A Numerically Efficient Simplification

Year: 2004

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.520042

Author: Mukarram Attari

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W107956756

Cites: 12

Cited by: 46

Related to: 10