Numerical methods for early-exercise option pricing via Fourier analysis

Numerical methods for early-exercise option pricing via Fourier analysis

University of Macau === Faculty of Science and Technology === Department of Mathematics

Bibliographic Details
Main Author: Huang, Ning Ying
Language:English
Published: University of Macau 2010
Subjects:
University of Macau > Dissertations
澳門大學 > 論文
Options (Finance) > Mathematical models
Options (Finance) > Prices > Mathematical models
Fourier analysis
Mathematics > Department of Mathematics
Online Access:http://umaclib3.umac.mo/record=b2148270

Internet

http://umaclib3.umac.mo/record=b2148270

Similar Items