MathematicsComputer ScienceBusiness

P. Carr, D. Madan

1999Journal of Computational Finance

DOI: 10.21314/jcf.1999.043

Abstract

Abstract is not available.

Citation format

CARR, P.; MADAN, D. Option valuation using the fast fourier transform. Journal of Computational Finance, 1999, 2: 61–73.