FFT network for interest rate derivatives with Lévy processes
Crossref DOI link: https://doi.org/10.1007/s13160-017-0259-7
Published Online: 2017-07-12
Published Print: 2017-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Chiu, Mei Choi http://orcid.org/0000-0003-2799-8360
Xu, Zhuolu
Wong, Hoi Ying
Funding for this research was provided by:
Research Grants Council, University Grants Committee (ECS809913, GRF18200114)
License valid from 2017-07-12