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An Accurate FFT-based Algorithm for Bermudan Barrier Option Pricing Journal article
Deng Ding, Zuoqiu Weng, Jingya Zhao. An Accurate FFT-based Algorithm for Bermudan Barrier Option Pricing[J]. Intelligent Information Management, 2012, 4(3), 89-93.
Authors:  Deng Ding;  Zuoqiu Weng;  Jingya Zhao
Favorite | TC[Scopus]:0 | Submit date:2019/07/23
Fast Fourier Transform (Fft)  Bermudan Barrier Option  Conv Method