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.
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