keyword Embedded Options / (1 Article)
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Pricing Embedded Options Using Fast Fourier Transform to Compare Variance Gamma and Black-Scholes-Merton Model Efficiency
Journal ArticleCorresponding Author : Barati، Alireza ؛ Writer : Khalili Araghi، Maryam ؛
Journal:Iranian Journal of Finance»Spring 2025, Volume 9 - Number 2 Ranking: ب (16 page(s) - From 54 to 69 )
Keywords:Stochastic ProcessesStochastic ProcessesOption PricingOption PricingFast Fourier TransformFast Fourier TransformBlack-Scholes-Merton ModelBlack-Scholes-Merton ModelEmbedded OptionsEmbedded OptionsVariance Gamma processVariance Gamma process
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| Journal Iranian Journal of Finance 1 |
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