Quantization meets Fourier: a new technology for pricing options
Crossref DOI link: https://doi.org/10.1007/s10479-018-3048-z
Published Online: 2018-10-06
Published Print: 2019-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Callegaro, Giorgia
Fiorin, Lucio http://orcid.org/0000-0002-0350-9473
Grasselli, Martino
Text and Data Mining valid from 2018-10-06
Article History
First Online: 6 October 2018