Heston….Again?! Robust High‐Precision Option Pricing by Fourier Transforms: Contour Deformations and Double‐Exponential Quadrature. Issue 102 (26th July 2019)

Record Type:: Journal Article
Title:: Heston….Again?! Robust High‐Precision Option Pricing by Fourier Transforms: Contour Deformations and Double‐Exponential Quadrature. Issue 102 (26th July 2019)
Main Title:: Heston….Again?! Robust High‐Precision Option Pricing by Fourier Transforms: Contour Deformations and Double‐Exponential Quadrature
Authors:: Andersen, Leif B. G.
Lake, Mark
Abstract:: Abstract : Leif Andersen and Mark Lake discuss the background of their new paper "Robust High‐Precision Option Pricing by Fourier Transforms: Contour Deformations and Double‐Exponential Quadrature".
Is Part Of:: Wilmott. Volume 2019:Issue 102(2019)
Journal:: Wilmott
Issue:: Volume 2019:Issue 102(2019)
Issue Display:: Volume 2019, Issue 102 (2019)
Year:: 2019
Volume:: 2019
Issue:: 102
Issue Sort Value:: 2019-2019-0102-0000
Page Start:: 22
Page End:: 41
Publication Date:: 2019-07-26
Subjects:: Finance -- Periodicals
Financial services industry -- Periodicals
332
Journal URLs:: http://onlinelibrary.wiley.com/journal/10.1002/(ISSN)1541-8286 ↗
http://www.wilmott.com ↗
DOI:: 10.1002/wilm.10774 ↗
Languages:: English
ISSNs:: 1540-6962
Deposit Type:: Legaldeposit
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗
Physical Locations:: British Library HMNTS - ELD Digital store
Ingest File:: 15305.xml