An SFP-FCC method for pricing and hedging early-exercise options under Lévy processes

Tat Lung (Ron) Chan

Year of publication:	2020
Authors:	Chan, Tat Lung
Subject:	Chebyshev series \| Discrete-monitored barrier options \| Early-exercise options \| Filon-Clenshaw-Curtis rules \| Lévy process \| Singular Fourier-Padé \| Optionspreistheorie \| Option pricing theory \| Optionsgeschäft \| Option trading \| Hedging \| Stochastischer Prozess \| Stochastic process

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