Coupling backward induction with Monte Carlo simulations: a fast Fourier transform (FFT) approach
Journal
Applied Mathematical Finance
Subject
Finance
Publishing details
Applied Mathematical Finance 1998 Vol 5:2 p 1-11
Authors / Editors
Cooper I A;Rebonato R
Biographies
Publication Year
1998
Project Funder
University Challenge Fund
Publication Research Centre
Institute of Finance and Accounting
Available on ECCH
No