原创力文档an accurate fft-based algorithm for bermudan barrier option pricing一个精确的fft-based百慕大的障碍期权定价算法.pdfVIP
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an accurate fft-based algorithm for bermudan barrier option pricing一个精确的fft-based百慕大的障碍期权定价算法
Intelligent Information Management, 2012, 4, 89-93
/10.4236/iim.2012.43014 Published Online May 2012 (http://www.SciRP.org/journal/iim)
An Accurate FFT-Based Algorithm for Bermudan
*
Barrier Option Pricing
1 2 1
Deng Ding , Zuoqiu Weng , Jingya Zhao
1Department of M
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