FAST HILBERT TRANSFORM ALGORITHMS FOR PRICING DISCRETE TIMER OPTIONS UNDER STOCHASTIC VOLATILITY MODELS
- 期刊名称International Journal of Theoretical and Applied Finance
- 作者ZENG, PINGPING; KWOK, YUE KUEN; ZHENG, WENDONG
- 卷第18卷
- 期第7期
- 印刷ISSN0219-0249
- 电子ISSN1793-6322
- 文件大小389.50KB
- 发表时间2015-11
- DOI10.1142/S0219024915500466
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