Applications of Fourier transform to smile modeling : theory and implementation
Jianwei Zhu
| Year of publication: |
2010 ; 2., ed.
|
|---|---|
| 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] |
Online-Ausg.:
Zhu, Jianwei. Applications of Fourier Transform to Smile Modeling. - Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2010. - Online-Ressource (XV, 330 p. 7 illus, online resource)
Persistent link: https://www.econbiz.de/10003834547