Wiener–Hopf method

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1	Carr-Wiener-Hopf method and refined fast Fourier transforms for pricing barrier options Mitya Boyarchenko1 , Svetlana Boyarchenko2 and Sergei Levendorski˘i3 Toronto, June 24, 2010 Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-20 11:47:35 Barrier option Futures contract Financial economics Options Finance
2	PDF Document Add to Reading List Source URL: www.maths.manchester.ac.uk Language: English - Date: 2008-05-02 15:13:14 Academia Applied mathematics Institute of Mathematics and its Applications Inverse problem David Abrahams Rossby wave Mathematical physics Emmy Noether Wiener–Hopf method Mathematics Science Differential equation