Option valuation, time-changed processes and the fast Fourier transform

Research output: Contribution to journal › Article › Research › peer-review

Access to Document

@article{13f4bf31262a4ed4ad4e6d29df222418,

title = "Option valuation, time-changed processes and the fast Fourier transform",

author = "{\'O}scar Gut{\'e}irrez",

year = "2008",

month = mar,

day = "1",

doi = "https://doi.org/10.1080/14697680701207456",

language = "English",

volume = "8",

pages = "103--108",

journal = "Quantitative Finance",

issn = "1469-7688",

publisher = "Taylor and Francis Ltd.",

}