A SIMPLE AMERICAN OPTION PRICING METHOD USING THE FAST...

International Journal of Theoretical and Applied Finance 2007 / 11 Vol. 10; Iss. 7

A SIMPLE AMERICAN OPTION PRICING METHOD USING THE FAST FOURIER TRANSFORM

CHAUDHARY, SUNEAL K.
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Volume:
10
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024907004603
Date:
November, 2007
File:
PDF, 499 KB
english, 2007
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