Work

Spread Option Valuation and the Fast Fourier Transform

Year: 2002

Type: book-chapter

Source: Springer finance

DOI: 10.1007/978-3-662-12429-1_10

Authors: M. A. H. Dempster, S. S. G. Hong

Institution: University of Cambridge

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1576907413

FWCI: 9.058

Cites: 19

Cited by: 146

Related to: 10