Show in order to price a European put via FFT we just need to choose <
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In order to price a put via Fourier Transform we begin by looking at the standard formulation of a p...View the full answer
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Related Book For
An Introduction to the Mathematics of Financial Derivatives
ISBN: 978-0123846822
3rd edition
Authors: Ali Hirsa, Salih N. Neftci
Question Posted:
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