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An Accumulator Pricing Method Based on Fourier-Cosine Series Expansions
Journal article
Deng DING, Wang, WF. An Accumulator Pricing Method Based on Fourier-Cosine Series Expansions[J]. INTERNATIONAL JOURNAL OF FINANCIAL ENGINEERING, 2015, 2(2).
Authors: ; et al.
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Submit date：2019/07/22
Accumulator
Fourier Cosine Expansions
Monte Carlo Simulation
Discrete Barrier Option
OptiOn On Forward
