國立臺灣大學資訊工程學系Shu, Cheng-HsiungCheng-HsiungShu2006-09-272018-07-052006-09-272018-07-052006http://ntur.lib.ntu.edu.tw//handle/246246/200609271228477574672. contents. 1. introduction. 2. background. 3. the fourier convolution method. 3.1 steward & hodges factorization. 3.2 re-centering the densities. 3.3 the interpolation formula. 3.4 the pricing algorithm. 3.5 the choice of parametersapplication/pdf164927 bytesapplication/pdfzh-TWreporthttp://ntur.lib.ntu.edu.tw/bitstream/246246/20060927122847757467/1/thesis_r93922111.pdf