xblad/fourier-lab xblad/fourier-lab

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  • Language
    R
  • License
    GNU General Publi...
  • Created over 7 years ago
  • Updated over 7 years ago
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xblad/fourier-lab
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Repository Details

Code for master thesis about application of FFT technique in Spread option valuation field (based on papers from Hurd Zhou and Dempster Hong)

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