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Pingping Zeng · Study
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Pingping Zeng
1 works
· latest 2014
cluster: provisional
ORCID 0000-0003-3281-0238
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Pricing Barrier and Bermudan Style Options Under Time-Changed Lévy Processes: Fast Hilbert Transform Approach
2014 · 32 citations
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Pricing Barrier and Bermudan Style Options Under Time-Changed Lévy Processes: Fast Hilbert Transform Approach
SIAM Journal on Scientific Computing
·
2014
·
2 authors
32
citations