European Option Pricing With a Fast Fourier Transform Algorithm for Big Data Analysis

Title
European Option Pricing With a Fast Fourier Transform Algorithm for Big Data Analysis
Authors
Keywords
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Journal
IEEE Transactions on Industrial Informatics
Volume 12, Issue 3, Pages 1219-1231
Publisher
Institute of Electrical and Electronics Engineers (IEEE)
Online
2015-11-18
DOI
10.1109/tii.2015.2500885

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