Pricing Correlation Options: from the P. Carr And D. Madan Approach to the New Method Based on the Fourier Transform
Pricing of options plays an important role in the financial industry. Investors knowing how to price derivative contracts quickly and accurately can beat the market. On the other hand market participants constructing their investment strategies with the use of options based on techniques that do not...
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| Format: | Article |
| Language: | English |
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Sciendo
2018-04-01
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| Series: | Economics and Business Review |
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| Online Access: | https://doi.org/10.18559/ebr.2018.1.2 |