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"Option Valuation using Fourier Space Time Stepping"

Kenneth R. Jackson, Sebastian Jaimungal, Vladimir Surkov (2007)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2018-08-13

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-cs-0703068
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-cs-0703068
Kenneth R. Jackson, Sebastian Jaimungal, Vladimir Surkov:
Option Valuation using Fourier Space Time Stepping. CoRR abs/cs/0703068 (2007)

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