Author:
Charpin J. P. F.,Cummins M.
Reference25 articles.
1. Bakshi, G., Cao, C., Chen, Z.: Empirical performance of alternative option pricing models. J. Financ. 52, 2003–2049 (1997)
2. Bates, D.: Jumps and stochastic volatility: exchange rate processes implicit in deutsche mark options. Rev. Financ. Stud. 9, 69–107 (1996)
3. Bates, D.: Post-’87 crash fears in the S&P 500 futures option market. J. Econometrics. 94, 181–238 (2000)
4. Benhamou, E.: Fast Fourier transform for discrete Asian options. J. Comput. Financ. 6, 49–61 (2002)
5. Carr, P., Madan, D.: Option valuation using the fast Fourier transform. J. Comput. Financ. 3, 463–520 (1999)
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献