Fourier inversion formulas for multiple-asset option pricing (Q2687888)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fourier inversion formulas for multiple-asset option pricing |
scientific article |
Statements
Fourier inversion formulas for multiple-asset option pricing (English)
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7 March 2023
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derivatives pricing
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Fourier-Stieltjes transform
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multiple triggers payoff
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