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Speed and biases of Fourier-based pricing choices: a numeri..:
Crisóstomo, Ricardo
International Journal of Computer Mathematics. 95 (2017) 8 - p. 1565-1582 , 2017
Link:
https://doi.org/10.1080/00207160.2017.1322691
RT Journal T1 <Title>Speed and biases of Fourier-based pricing choices: a numerical analysis</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1080_00207160.2017.1322691&Exemplar=1&LAN=DE A1 Crisóstomo, Ricardo PB Informa UK Limited YR 2017 SN 0020-7160 SN 1029-0265 JF International Journal of Computer Mathematics VO 95 IS 8 SP 1565 OP 1582 LK http://dx.doi.org/https://doi.org/10.1080/00207160.2017.1322691 DO https://doi.org/10.1080/00207160.2017.1322691 SF ELIB - SuUB Bremen
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