Numerical pricing of discrete barrier and lookback options via Laplace transforms Giovanni Petrella and Steven Kou 331 Mudd Building, Department of IEOR, Columbia University, New York, NY 10027, USA Most contracts of ba

First Page		Document Content
Date: 2004-09-23 12:01:54 Mathematical analysis Fourier analysis Mathematical physics Differential equations Investment Lookback option Laplace transform Fourier transform Symbol Wave equation		Numerical pricing of discrete barrier and lookback options via Laplace transforms Giovanni Petrella and Steven Kou 331 Mudd Building, Department of IEOR, Columbia University, New York, NY 10027, USA Most contracts of ba Add to Reading List Source URL: www.rmi.nus.edu.sg Download Document from Source Website File Size: 355,08 KB Share Document on Facebook

	Frobenius Additive Fast Fourier Transform Wen-Ding Li Ming-Shing Chen Po-Chun Kuo DocID: 1xVYf - View Document
	Polynomials and the Fast Fourier Transform (FFT) DocID: 1xUw0 - View Document
	Lecture 20, Tues April 4: Shor, Quantum Fourier Transform Last time we started in on Shor’s algorithm, a quantum algorithm that can factor N into p×q in polynomial time by reducing the problem to per DocID: 1xTSU - View Document
	Lecture IX: Fourier transform Maxim Raginsky BME 171: Signals and Systems Duke University October 8, 2008 DocID: 1uYub - View Document
	QUALIFYING EXAMINATION Harvard University Department of Mathematics Tuesday August 30, 2011 (DayLet f be a differentiable function on R whose Fourier transform is bounded DocID: 1uS2D - View Document