Fourier transformation and the pricing of average-rate derivatives
| Year of publication: |
2006
|
|---|---|
| Authors: | Ju, Nengjiu ; Zhong, Rui |
| Published in: |
Review of Derivatives Research. - Springer. - Vol. 9.2006, 3, p. 187-212
|
| Publisher: |
Springer |
| Subject: | Fourier transformation | Average-rate derivaties | Forward risk-neutral measure |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005709819