Binomial tree method for option pricing: discrete cosine transform approach (Q2140059)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Binomial tree method for option pricing: discrete cosine transform approach |
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Binomial tree method for option pricing: discrete cosine transform approach (English)
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20 May 2022
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discrete cosine transform (DCT)
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option valuation
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binomial tree
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exponential jump-diffusion
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exponential CGMY model
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