×
验证码:
换一张
Forgotten Password?
Stay signed in
Login With UMPASS
English
|
繁體
Login With UMPASS
Log In
ALL
ORCID
TI
AU
PY
SU
KW
TY
JN
DA
IN
PB
FP
ST
SM
Study Hall
Image search
Paste the image URL
Home
Faculties & Institutes
Scholars
Publications
Subjects
Statistics
News
Search in the results
Faculties & Institutes
Faculty of Scien... [1]
Authors
DING DENG [2]
Document Type
Journal article [2]
Date Issued
2012 [2]
Language
英語English [2]
Source Publication
Applied Mathemat... [1]
Intelligent Info... [1]
Indexed By
SCIE [1]
Funding Organization
Funding Project
×
Knowledge Map
UM
Start a Submission
Submissions
Unclaimed
Claimed
Attach Fulltext
Bookmarks
Browse/Search Results:
1-2 of 2
Help
Selected(
0
)
Clear
Items/Page:
5
10
15
20
25
30
35
40
45
50
55
60
65
70
75
80
85
90
95
100
Sort:
Select
Issue Date Ascending
Issue Date Descending
Submit date Ascending
Submit date Descending
Author Ascending
Author Descending
Journal Impact Factor Ascending
Journal Impact Factor Descending
Title Ascending
Title Descending
WOS Cited Times Ascending
WOS Cited Times Descending
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
An efficient algorithm for Bermudan barrier option pricing
Journal article
DING Deng, HUANG Ning-ying, ZHAO Jing-ya. An efficient algorithm for Bermudan barrier option pricing[J]. Applied Mathematics-A Journal of Chinese Universities Series B, 2012, 27(1), 49-58.
Authors:
DING Deng
;
HUANG Ning-ying
;
ZHAO Jing-ya
Favorite
|
TC[WOS]:
2
TC[Scopus]:
1
IF:
1.2
/
0.8
|
Submit date：2019/05/22
American Barrier Option
Bermudan Option
Fourier Transform
Fourier-cosine Expansion
