default search action
"Pricing Barrier and Bermudan Style Options Under Time-Changed Lévy ..."
Pingping Zeng, Yue Kuen Kwok (2014)
- Pingping Zeng, Yue Kuen Kwok:
Pricing Barrier and Bermudan Style Options Under Time-Changed Lévy Processes: Fast Hilbert Transform Approach. SIAM J. Sci. Comput. 36(3) (2014)
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.