Pricing the Bank's Triggered Financial Products Based on Fourier Transform Method

WANG Yifeng, SUN Yuyao, JIANG Yichen

Journal of Systems Science and Mathematical Sciences ›› 2018, Vol. 38 ›› Issue (2) : 236-246.

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Journal of Systems Science and Mathematical Sciences ›› 2018, Vol. 38 ›› Issue (2) : 236-246. DOI: 10.12341/jssms13348

Pricing the Bank's Triggered Financial Products Based on Fourier Transform Method

  • WANG Yifeng1 ,SUN Yuyao2 ,JIANG Yichen3
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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2018, 38(2): 236-246 https://doi.org/10.12341/jssms13348

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