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[ ] Error analysis in Fourier methods for option pricing

arxiv.org

Title: Error analysis in Fourier methods for option pricing. Authors: Fabián Crocce, Juho Häppölä, Jonas Kiessling, Raúl Tempone (Submitted on 27 Feb 2015)

Error Analysis in Fourier Methods for Option Pricing by Fabián Crocce ...

papers.ssrn.com

Jonas Kiessling. Independent. Raúl Tempone. King Abdullah University of ... Jonas Kiessling. Independent ( email ). No Address Available ...

Pricing of Securities authors/titles Mar 2015

arxiv.org

Authors: Fabián Crocce, Juho Häppölä, Jonas Kiessling, Raúl Tempone. Comments: 21 pages, 3 figures, 1 table. Subjects: Pricing of Securities (q-fin.PR).

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Monte Carlo Methods and Applications

ftp.math.utah.edu

Reza Habibi A note on approximating distribution functions of cusum and cusumsq tests Jonas Kiessling and Raúl Tempone Diffusion ...

CrossRef - ESAIM: Mathematical Modelling and Numerical Analysis ...

www.esaim-m2an.org

... of a finite difference scheme for option pricing in exponential Lévy models. Jonas Kiessling and Raúl Tempone BIT Numerical Mathematics 54 (4) (2014)

au:Tempone_R in:q-fin - SciRate Search

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@misc{ , author = {Fabián Crocce and Juho Häppölä and Jonas Kiessling and Raúl Tempone}, title = {{E}rror analysis in {F}ourier methods for option ...

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Jonas Kiessling and Raúl Tempone Free People Check