A multidimensional Hilbert transform approach for barrier option pricing and survival probability calculation
Crossref DOI link: https://doi.org/10.1007/s11147-022-09186-y
Published Online: 2022-04-02
Published Print: 2022-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Chen, Jie
Fan, Liaoyuan
Li, Lingfei http://orcid.org/0000-0002-1761-3458
Zhang, Gongqiu
Funding for this research was provided by:
Hong Kong Research Grant Council General Research Fund (14203418)
Text and Data Mining valid from 2022-04-02
Version of Record valid from 2022-04-02
Article History
Accepted: 10 March 2022
First Online: 2 April 2022