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An Accurate FFT-based Algorithm for Bermudan Barrier Option Pricing Journal article
Intelligent Information Management, 2012,Volume: 4,Issue: 3,Page: 89-93
Authors:  Deng Ding;  Zuoqiu Weng;  Jingya Zhao
Favorite  |  View/Download:3/0  |  Submit date:2019/07/23
Fast Fourier Transform (Fft)  Bermudan Barrier Option  Conv Method