Timeline for Using Fourier Transforms for stock option pricing with stochastic interest rates
Current License: CC BY-SA 3.0
4 events
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| Apr 13, 2017 at 12:46 | history | edited | CommunityBot |
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| Jul 2, 2014 at 9:34 | comment | added | emcor | Thanks for your ideas. 1) I like to add that even a numerical empirical solution is not always possible because the algorithm may not converge, or it may even find the wrong optimum (local instead global) under numerical approaches. There also may be multiple parameter sets that minimize the error same time. | |
| Jul 1, 2014 at 22:47 | review | First posts | |||
| Jul 1, 2014 at 23:06 | |||||
| Jul 1, 2014 at 22:31 | history | answered | user9403 | CC BY-SA 3.0 |