An Accurate FFT-Based Algorithm for Bermudan Barrier Option Pricing
- 期刊名称Intelligent Information Management
- 作者Ding, Deng
- 卷第4卷
- 期第3期
- DOI210.0000/www.scirp.org/generic-7DC8235B7E8E
- 印刷ISSN2160-5912
- 电子ISSN2160-5920
- 文件大小372.38KB
- 发表时间2012
- DOI10.4236/iim.2012.43014
- 页码89-93
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