Analysis of Fourier Transform Valuation Formulas and...

Applied Mathematical Finance 2010 / 06 Vol. 17; Iss. 3

Analysis of Fourier Transform Valuation Formulas and Applications

Eberlein, Ernst, Glau, Kathrin, Papapantoleon, Antonis
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Volume:
17
Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/13504860903326669
Date:
June, 2010
File:
PDF, 255 KB
english, 2010
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