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FFT-network for bivariate Lévy option pricing

Crossref DOI link: https://doi.org/10.1007/s13160-020-00439-7

Published Online: 2020-08-25

Published Print: 2021-02

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Chiu, Mei Choi

Wang, Weiyin

Wong, Hoi Ying https://orcid.org/0000-0001-9743-1832
License Information

Text and Data Mining valid from 2020-08-25

Version of Record valid from 2020-08-25
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Article History

Received: 24 October 2017

Revised: 31 July 2020

Accepted: 12 August 2020

First Online: 25 August 2020