Sinh-acceleration for B-spline projection with option pricing applications
Svetlana Boyarchenko, Sergei Levendorskiĭ, J. Lars Kyrkby, Zhenyu Cui
| Year of publication: |
2021
|
|---|---|
| Authors: | Bojarčenko, Svetlana I. ; Levendorskij, Sergej Z. ; Kyrkby, J. Lars ; Cui, Zhenyu |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 24.2021, 8, p. 1-50
|
| Subject: | Options pricing | inverse Fourier transform | sinh-acceleration | barrier options | B-splines | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024921500400 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012887408