Department of Mathematics, University of Macau, Macao, China
Bank of Ningbo, Shenzhen Branch, Shenzhen, China
Department of Mathematics, University of Macau, Macao, China
Copyright © 2012 Deng Ding, Zuoqiu Weng, Jingya Zhao et al. This is
an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any
medium, provided the original work is properly cited.
How to Cite this Article
D. Ding, Z. Weng and J. Zhao, "An Accurate FFT-Based Algorithm for Bermudan Barrier Option Pricing,"
Intelligent Information Management, Vol. 4 No. 3, 2012, pp. 89-93. doi:
10.4236/iim.2012.43014.