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Powering up Fourier valuation to any dimension

Ballotta, L. ORCID: 0000-0002-2059-6281 (2022). Powering up Fourier valuation to any dimension. Wilmott, 121, pp. 72-73. doi: 10.1002/wilm.11051


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
Additional Information: This article has been published in Wilmott Magazine by Wilmott:
Subjects: H Social Sciences > HG Finance
Departments: Bayes Business School > Finance
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