Work

Fractional Fast Fourier Transform on Pricing Cruel Oil Options under Lévy Process

Year: 2020

Type: conference-paper

Source: Advances in intelligent systems and computing

DOI: 10.1007/978-3-030-43309-3_34

Authors: Ming Fang, Chiu-Lan Chang

Institution: Fuzhou University of International Studies and Trade

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3012019300

FWCI: 0.856

Cites: 13

Cited by: 1

Related to: 10