"Fast Fourier Transform for Option Pricing: Improved Mathematical Modeling ..."

Sajib Barua, Ruppa K. Thulasiram, Parimala Thulasiraman (2004)

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DOI: 10.1007/978-3-540-24767-8_72

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-24

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Sajib Barua, Ruppa K. Thulasiram, Parimala Thulasiraman:
Fast Fourier Transform for Option Pricing: Improved Mathematical Modeling and Design of Efficient Parallel Algorithm. ICCSA (3) 2004: 686-695

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