![Options / Finance / Stochastic processes / Fourier analysis / Heston model / Black–Scholes / Fourier transform / Implied volatility / Stochastic volatility / Mathematical finance / Mathematical analysis / Financial economics Options / Finance / Stochastic processes / Fourier analysis / Heston model / Black–Scholes / Fourier transform / Implied volatility / Stochastic volatility / Mathematical finance / Mathematical analysis / Financial economics](https://www.pdfsearch.io/img/f59acf51c110b3437ac26e1e94f51373.jpg) Date: 2013-08-05 02:14:54Options Finance Stochastic processes Fourier analysis Heston model Black–Scholes Fourier transform Implied volatility Stochastic volatility Mathematical finance Mathematical analysis Financial economics | | FOURIER TRANSFORMS, OPTION PRICING AND CONTROLS MARK JOSHI AND CHAO YANG Abstract. We incorporate a simple and effective control-variate into Fourier inversion formulas for vanilla option prices. The control-variate usedAdd to Reading ListSource URL: fbe.unimelb.edu.auDownload Document from Source Website File Size: 894,25 KBShare Document on Facebook
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