Powering up Fourier valuation to any dimension
Ballotta, L. ORCID: 0000-0002-2059-6281 (2022). Powering up Fourier valuation to any dimension. Wilmott, 2022(121), pp. 68-71. doi: 10.54946/wilm.11051
Abstract
Even the powerful need a hand to achieve their full potential. Laura Ballotta looks at what happens when Fourier meets Monte Carlo integration.
Publication Type: | Article |
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Additional Information: | This article has been published in Wilmott Magazine by Wilmott: https://wilmott.com. |
Subjects: | H Social Sciences > HG Finance |
Departments: | Bayes Business School > Finance |
SWORD Depositor: |
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