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Some Formulas for Evaluating Two Popular Option Strategies

✍ Scribed by Robert Ferguson


Book ID
124938353
Publisher
CFA Institute
Year
1993
Tongue
English
Weight
809 KB
Volume
49
Category
Article
ISSN
0015-198X

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Two trigonometric quadrature formulae fo
✍ Philsu Kim; U. Jin Choi πŸ“‚ Article πŸ“… 2002 πŸ› John Wiley and Sons 🌐 English βš– 146 KB

## Abstract Two trigonometric quadrature formulae, one of non‐interpolatory type and one of interpolatory type for computing the hypersingular integral ${\int\hskip-0.33cm=}\_{-1}^{1} w(\tau)g(\tau)/(\tau-t)^{2} \,{\rm d}\tau$ are developed on the basis of trigonometric quadrature formulae for Cauc