Applications of Fourier transform to smile modeling : theory and implementation
Jianwei Zhu
| Year of publication: |
2010 ; 2., ed.
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|---|---|
| Authors: | Zhu, Jianwei |
| Publisher: |
Berlin : Springer |
| Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Analysis | Mathematical analysis | Theorie | Theory | Harmonische Analyse |
| Description of contents: | Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] |
| Extent: | XV, 330 S. 235 mm x 155 mm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 978-3-642-01807-7 ; 978-3-642-01808-4 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003834547