Fourier Transform Methods for Option Pricing

Fourier Transform Applications ◽

10.5772/35535 ◽

2012 ◽

Cited By ~ 2

Author(s):

Deng Ding

Keyword(s):

Fourier Transform ◽

Option Pricing ◽

Transform Methods ◽

Fourier Transform Methods

Download Full-text

EUROPEAN OPTION PRICING WITH STOCHASTIC VOLATILITY AND JUMPS: COMPARISON OF MONTE CARLO AND FAST FOURIER TRANSFORM METHODS

2018 Winter Simulation Conference (WSC) ◽

10.1109/wsc.2018.8632313 ◽

2018 ◽

Author(s):

Uro Lyi ◽

Michael C. Fu

Keyword(s):

Monte Carlo ◽

Fourier Transform ◽

Option Pricing ◽

Fast Fourier Transform ◽

Stochastic Volatility ◽

European Option ◽

Transform Methods ◽

European Option Pricing ◽

Fourier Transform Methods

Download Full-text

Fourier Transform Methods Applied To The Analysis Of Microphotometric Images Of Histologic Sections

10.1117/12.951889 ◽

1989 ◽

Author(s):

Harvey E. Dytch ◽

George L. Wied

Keyword(s):

Fourier Transform ◽

Transform Methods ◽

Fourier Transform Methods

Download Full-text

A complete numerical simulation of the techniques of alternating current linear sweep and cyclic voltammetry: analysis of a reversible process by conventional and fast Fourier transform methods

Journal of Electroanalytical Chemistry ◽

10.1016/s0022-0728(99)00476-3 ◽

2000 ◽

Vol 480 (1-2) ◽

pp. 133-149 ◽

Cited By ~ 58

Author(s):

D.J. Gavaghan ◽

A.M. Bond

Keyword(s):

Numerical Simulation ◽

Cyclic Voltammetry ◽

Fourier Transform ◽

Fast Fourier Transform ◽

Alternating Current ◽

Linear Sweep ◽

Reversible Process ◽

Transform Methods ◽

Fourier Transform Methods ◽

Cyclic Voltammetry Analysis

Download Full-text

Instantaneous Volatility Estimation by Nonparametric Fourier Transform Methods

Handbook of Financial Econometrics and Statistics ◽

10.1007/978-1-4614-7750-1_92 ◽

2014 ◽

pp. 2519-2533

Author(s):

Chuan-Hsiang Han

Keyword(s):

Fourier Transform ◽

Transform Methods ◽

Volatility Estimation ◽

Fourier Transform Methods ◽

Instantaneous Volatility

Download Full-text

Coherent Transient Microwave Spectroscopy and Fourier Transform Methods

Laser and Coherence Spectroscopy ◽

10.1007/978-1-4684-2352-5_2 ◽

1978 ◽

pp. 125-196 ◽

Cited By ~ 10

Author(s):

T. G. Schmalz ◽

W. H. Flygare

Keyword(s):

Fourier Transform ◽

Microwave Spectroscopy ◽

Transform Methods ◽

Fourier Transform Methods

Download Full-text

Pulse Fourier Transform Methods

High Resolution NMR ◽

10.1016/b978-0-12-084660-3.50015-x ◽

1980 ◽

pp. 222-239

Author(s):

EDWIN D. BECKER

Keyword(s):

Fourier Transform ◽

Transform Methods ◽

Fourier Transform Methods

Download Full-text