Dell'Era Mario, M.D. - Volkswirtschaftliche Fakultät, … - 2008
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 …, them have not the capacity to manage it. We can define, by an easy analytical relation, the computation complexity of the …