On the Efficacy of Fourier Series Approximations for Pricing European Options

ISSN Print: 2152-7385
ISSN Online: 2152-7393
www.scirp.net/journal/am
E-mail: [email protected]

Citations

"On the Efficacy of Fourier Series Approximations for Pricing European Options"
written by A. S. Hurn, K. A. Lindsay, A. J. McClelland,
published by Applied Mathematics, Vol.5 No.17, 2014

has been cited by the following article(s):

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[1]	Highly efficient Shannon wavelet-based pricing of power options under the double exponential jump framework with stochastic jump intensity and volatility Applied Mathematics and Computation, 2022 DOI:10.1016/j.amc.2021.126669

[2]	Hedging and pricing early-exercise options with complex fourier series expansion The North American Journal of Economics and Finance, 2019 DOI:10.1016/j.najef.2019.04.016

[3]	Hedging and Pricing Early-Exercise Options With Complex Fourier Series Expansion SSRN Electronic Journal , 2018 DOI:10.2139/ssrn.3108693

[4]	Option pricing with Legendre polynomials Journal of Computational and Applied Mathematics, 2017 DOI:10.1016/j.cam.2017.03.027

[5]	Non-Orthogonal Option Pricing SSRN Electronic Journal, 2014 DOI:10.2139/ssrn.2432870

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