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.pdf

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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