Back to Results
First PageMeta Content
Barrier option / Futures contract / Financial economics / Options / Finance


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

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

Open Document

File Size: 448,22 KB

Share Result on Facebook

City

Toronto / /

Facility

University of Michigan University of Texas / University of Leicester / /

Organization

Bachelier Finance Society / University of Leicester / University of Texas at Austin / University of Michigan University / World Congress / /

Person

Sergei Levendorski / /

/

ProvinceOrState

Texas / /

Technology

competing algorithms / /

SocialTag