Ernest Tafolong

Desjardins Group

200, avenue des Commandeurs

Levis, Qu├ębec G6V 6R2

Canada

SCHOLARLY PAPERS

1

DOWNLOADS

123

CITATIONS

0

Scholarly Papers (1)

1.

Fourier Inversion Formulas for Multiple-Asset Option Pricing

Studies in Nonlinear Dynamics and Econometrics, Forthcoming
Number of pages: 43 Posted: 09 Aug 2010 Last Revised: 22 Feb 2015
Bruno Feunou and Ernest Tafolong
Bank of Canada and Desjardins Group
Downloads 104 (196,412)

Abstract:

Loading...

Derivatives pricing, multiple triggers payoff, Fourier-Stieltjes transform