Journal of Mathematical Finance

Vol.9 No.3(2019), Paper ID 94538, 29 pages

DOI:10.4236/jmf.2019.93026

 

Fast Fourier Transform Based Computation of American Options under Economic Recession Induced Volatility Uncertainty

 

Philip Ajibola Bankole, Olabisi O. Ugbebor

 

Department of Mathematics, University of Ibadan, Ibadan, Nigeria
Department of Mathematics, University of Ibadan, Ibadan, Nigeria

 

Copyright © 2019 Philip Ajibola Bankole, Olabisi O. Ugbebor 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

Bankole, P. and Ugbebor, O. (2019) Fast Fourier Transform Based Computation of American Options under Economic Recession Induced Volatility Uncertainty. Journal of Mathematical Finance, 9, 494-521. doi: 10.4236/jmf.2019.93026.
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