Mandatory Fields

Contributor (s)

Cummins, M., Charpin, J.

Conference Title

3rd International Conference on Numerical Methods for Finance

Short Description

Fast Fourier Transform Option Pricing: Efficient Approximation Methods under Multi-factor Stochastic Volatility and Jumps

Location

University of Limerick

Contribution Type

Conference Organising Committee Member

Year

2011

Times Cited

()

Optional Fields

Start Date

08-JUN-11

End Date

10-JUN-11

Abstract

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