Fourier transform algorithms for pricing and hedging discretely sampled exotic variance products and volatility derivatives under additive processes
2014 ◽
Vol 18
(2)
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pp. 3-30
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1990 ◽
Vol 48
(2)
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pp. 64-65
1990 ◽
Vol 48
(2)
◽
pp. 270-271
1994 ◽
Vol 52
◽
pp. 918-919
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1997 ◽
Vol 103
(1)
◽
pp. 116
Keyword(s):
Keyword(s):
Keyword(s):