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Option Pricing with The Fourier Transform Method, Based on The Stochastic Volatility Model

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Description:
Zhengwei Han

Abstract
This thesis applies the Fourier transform method to evaluate Bermudan and American options, based on Heston


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Submitter: vanna
Publisher: Not Specified
Published: Sat, 08-Sep-2007
ICRA: EC - Early Childhood
linked: 1213 times

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