"European Option Pricing With a Fast Fourier Transform Algorithm for Big ..."

Shuang Xiao et al. (2016)

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DOI: 10.1109/TII.2015.2500885

access: closed

type: Journal Article

metadata version: 2020-05-21

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Shuang Xiao, Shihua Ma, Guo Li, Samar K. Mukhopadhyay:
European Option Pricing With a Fast Fourier Transform Algorithm for Big Data Analysis. IEEE Trans. Ind. Informatics 12(3): 1219-1231 (2016)

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