✦ LIBER ✦

A Fourier-Based Valuation Method for Bermudan and Barrier Options under Heston's Model

✍ Scribed by Fang, Fang; Oosterlee, Cornelis W.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A Fast and Accurate FFT-Based Method for

✍ Lord, R.; Fang, F.; Bervoets, F.; Oosterlee, C. W. 📂 Article 📅 2008 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 427 KB

A new radial basis functions method for

✍ Saib, A. A.E.F.; Tangman, D. Y.; Bhuruth, M. 📂 Article 📅 2012 🏛 Taylor and Francis Group 🌐 English ⚖ 314 KB