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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
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Document Date: 2010-06-20 11:47:35
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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