quotes Joined 6/11/10 Messages 189 Points 28 12/27/11 #1 It is very odd that Steven Shreve left some Fourier Transform on hitting time proof in his book. And it seems fourier method might be another option in option pricing rather than PDE and martingale approach? Anyone who knows about it?
It is very odd that Steven Shreve left some Fourier Transform on hitting time proof in his book. And it seems fourier method might be another option in option pricing rather than PDE and martingale approach? Anyone who knows about it?
