International Journal of
Physical Sciences

  • Abbreviation: Int. J. Phys. Sci.
  • Language: English
  • ISSN: 1992-1950
  • DOI: 10.5897/IJPS
  • Start Year: 2006
  • Published Articles: 2560

Full Length Research Paper

Fast Fourier transform technique for the European option pricing with double jumps

Sumei Zhang1,2* and Lihe Wang3        
1School of Science, Xi'an Jiaotong University, Xi'an 710049, China. 2School of Science, Xi’an University of Post and Telecommunications, Xi’an 710121, China. 3Department of Mathematics, University of Iowa, Iowa City, IA 52242, USA.
Email: [email protected]

  •  Accepted: 13 December 2011
  •  Published: 09 January 2012

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