Fast Fourier Transform Based Computation of American Options under Economic Recession Induced Volatility Uncertainty

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.net/journal/jmf
E-mail: [email protected]

Citations

"Fast Fourier Transform Based Computation of American Options under Economic Recession Induced Volatility Uncertainty"
written by Philip Ajibola Bankole, Olabisi O. Ugbebor,
published by Journal of Mathematical Finance, Vol.9 No.3, 2019

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