Open AccessA Fourier-Cosine Method for Pricing Timer Options
Author(s) -
艳妍 徐
Publication year - 2016
Publication title -
li lun shu xue
Language(s) - English
Resource type - Journals
eISSN - 2160-7583
pISSN - 2160-7605
DOI - 10.12677/pm.2016.65061
Subject(s) - timer , fourier transform , mathematics , computer science , mathematical analysis , computer hardware , microcontroller