• Media type: E-Article
  • Title: An Accurate FFT-Based Algorithm for Bermudan Barrier Option Pricing
  • Contributor: Ding, Deng; Weng, Zuoqiu; Zhao, Jingya
  • Published: Scientific Research Publishing, Inc., 2012
  • Published in: Intelligent Information Management, 4 (2012) 3, Seite 89-93
  • Language: Not determined
  • DOI: 10.4236/iim.2012.43014
  • ISSN: 2160-5912; 2160-5920
  • Keywords: General Earth and Planetary Sciences ; General Engineering ; General Environmental Science
  • Origination:
  • Footnote:
  • Access State: Open Access