"Binomial tree method for option pricing: Discrete cosine transform approach."

Yoshifumi Muroi, Shintaro Suda (2022)

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DOI: 10.1016/J.MATCOM.2022.02.032

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type: Journal Article

metadata version: 2022-06-20

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Yoshifumi Muroi, Shintaro Suda:
Binomial tree method for option pricing: Discrete cosine transform approach. Math. Comput. Simul. 198: 312-331 (2022)

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