FFT-network for bivariate Lévy option pricing (Q2024616)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: FFT-network for bivariate Lévy option pricing |
scientific article; zbMATH DE number 7343411
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | FFT-network for bivariate Lévy option pricing |
scientific article; zbMATH DE number 7343411 |
Statements
FFT-network for bivariate Lévy option pricing (English)
0 references
4 May 2021
0 references
option pricing
0 references
fast Fourier transform
0 references
lattice approach
0 references
Lévy processes
0 references
0 references
0 references
0 references
