Fast Fourier Transform Based Power Option Pricing with Stochastic Interest Rate, Volatility, and Jump Intensity

Jiexiang Huang, Wenli Zhu, Xinfeng Ruan. Fast Fourier Transform Based Power Option Pricing with Stochastic Interest Rate, Volatility, and Jump Intensity. J. Applied Mathematics, 2013, 2013. [doi]

Abstract

Abstract is missing.