Heston….Again?! Robust High‐Precision Option Pricing by Fourier Transforms : Contour Deformations and Double‐Exponential Quadrature
| Year of publication: |
2019
|
|---|---|
| Authors: | Andersen, Leif B. G. ; Lake, Mark |
| Published in: |
Wilmott. - Wilmott Magazine Ltd, ISSN 1541-8286, ZDB-ID 2646544-9. - Vol. 2019.2019, 102 (26.07.), p. 22-41
|
| Publisher: |
Wilmott Magazine Ltd |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/wilm.10774 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012274271