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 … volatility. The advantage to write the arbitrage price of the European Call Options as Fourier series, is matter of computation …

Options as Fourier series, is matter of computation complexity. 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, while using our method, one can … define, through an easy analytical report, the computation complexity of the problem, and also one can choice its accuracy. …