Dell'Era Mario, M.D. - Volkswirtschaftliche Fakultät, … - 2008
We discuss the efficiency of the spectral method for computing the value of the European Call Options, which is based … volatility. The advantage to write the arbitrage price of the European Call Options as Fourier series, is matter of computation … complexity. Infact, the methods used to evaluate options of this kind have a high value of computation complexity, furthermore …