FAST HILBERT TRANSFORM ALGORITHMS FOR PRICING DISCRETE...

International Journal of Theoretical and Applied Finance 2015 / 11 Vol. 18; Iss. 7

FAST HILBERT TRANSFORM ALGORITHMS FOR PRICING DISCRETE TIMER OPTIONS UNDER STOCHASTIC VOLATILITY MODELS

ZENG, PINGPING, KWOK, YUE KUEN, ZHENG, WENDONG
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
18
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024915500466
Date:
November, 2015
File:
PDF, 390 KB
english, 2015
Conversion to is in progress
Conversion to is failed