"Fast Fourier Transform Based Power Option Pricing with Stochastic Interest ..."

Jiexiang Huang, Wenli Zhu, Xinfeng Ruan (2013)

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DOI: 10.1155/2013/875606

access: open

type: Journal Article

metadata version: 2020-07-16

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Jiexiang Huang, Wenli Zhu, Xinfeng Ruan:
Fast Fourier Transform Based Power Option Pricing with Stochastic Interest Rate, Volatility, and Jump Intensity. J. Appl. Math. 2013: 875606:1-875606:7 (2013)

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