Two-Dimensional Fourier Cosine Series Expansion Method for Pricing Financial Options.
Marjon J. RuijterC. W. OosterleePublished in: SIAM J. Sci. Comput. (2012)
Keyphrases
- option pricing
- financial markets
- stock price
- black scholes model
- three dimensional
- double exponential
- fourier transform
- decision making
- fourier spectrum
- stock market
- basis functions
- real option
- multi dimensional
- radon transform
- image reconstruction
- packing problem
- exchange rate
- three dimensional objects
- euclidean distance
- fourier series
- cosine distance
- feature extraction
- gel electrophoresis
- neural network