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scientific article; zbMATH DE number 6961082 - MaRDI portal

scientific article; zbMATH DE number 6961082

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Publication:4688121

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DOI10.19603/J.CNKI.1000-1190.2018.02.003zbMath1413.91133MaRDI QIDQ4688121

Guangming Xue, Guohe Deng

Publication date: 22 October 2018

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

zbMATH Keywords

numerical examples Bates model Fourier inverse transform discretely monitored barrier options

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20) Numerical methods for discrete and fast Fourier transforms (65T50)

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