Quantization meets Fourier: a new technology for pricing options.

Giorgia Callegaro Lucio Fiorin Martino Grasselli

Published in: Ann. Oper. Res. (2019)

Keyphrases

rapid development
option pricing
case study
cost effective
fourier transform
key technologies
technological advances
series expansion
computational complexity
multiresolution
frequency domain
image reconstruction
quantization error
dynamic pricing
tomographic image reconstruction