maarten.computer
Computation
Finance
Rationality
Tagged in
Fourier
Finance
M.P. Scholl
—
Wednesday 03 February 2016
Fourier Series Expansion for Option Pricing
Implementation of Option Pricing through Fourier Cosine expansion.
Tags
black scholes
monte carlo
rationality
option pricing
computation
supercomputer
finite difference
cluster
C++
MPI
economics
python
gpu
discussion
Fourier
cuda