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
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 |
---|---|
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 |
|
Text
- Accepted Version
Download (913kB) | Preview |
Official URL: https://wilmott.com/
Export
Downloads
Downloads per month over past year