An edition of Applications of Fourier Transform to Smile Modeling (2010)
Theory and Implementation
By Jianwei Zhu
Publish Date
2010
Publisher
Springer-Verlag Berlin Heidelberg
Language
eng
Pages
348
Description:
subjects: Economics, Finance, Banks and banking, Options (finance), Fourier analysis, Options (Finance), Prices, Harmonische Analyse, Optionspreistheorie, Industrial management, Economics/Management Science, Finance /Banking