scientific article; zbMATH DE number 7027617

zbMath1424.91171MaRDI QIDQ4625353

Roghaye Latifi, Elham Dastranj

Publication date: 22 February 2019

Full work available at URL: http://cmde.tabrizu.ac.ir/article_6279.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Monte Carlofast Fourier transformpower optiondouble jumpdouble stochastic volatility

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Financial applications of other theories (91G80)

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