Fast Fourier transform option pricing with stochastic interest rate, stochastic volatility and double jumps.

Sumei Zhang Lihe Wang

Published in: Appl. Math. Comput. (2013)

Keyphrases

option pricing
neural network
markov chain
fast fourier transform
stochastic model
stochastic process
feature selection
decision making
image processing
feature extraction
sufficient conditions
fourier transform
stock price