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19

AMC
2005

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Option valuation by using discrete singular convolution

14 years 10 days ago

Option valuation by using discrete singular convolution

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This paper explores the utility of a discrete singular convolution (DSC) algorithm for solving the Black

Shan Zhao, G. W. Wei

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Algorithm | AMC 2005 | Discrete Singular Convolution | Nontrivial Plain Option |

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Added	15 Dec 2010
Updated	15 Dec 2010
Type	Journal
Year	2005
Where	AMC
Authors	Shan Zhao, G. W. Wei

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