DFT methods for Option Pricing – Fast Extensions on Non Uniform Gaussian Grids (Performance analysis and Error Control) 13 November 2007 13th November 2007 View the slides Tag: Option Pricing, probabilistic scenario, garch, Gauss, Newton-Cotes, quadrature, Quant Europe, Marcello Minenna, risk books, Carr-Madan, probability measure, quantitative finance
