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
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 |
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