Modular pricing of options : an application of Fourier analysis
Jianwei Zhu
| Year of publication: |
2000
|
|---|---|
| Authors: | Zhu, Jianwei |
| Publisher: |
Berlin : Springer |
| Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Analysis | Mathematical analysis | Theorie | Theory | Fourier-Analyse | Fourier analysis | Harmonische Analyse | Finanzmathematik |
| Description of contents: | Table of Contents [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] ; Description [loc.gov] |
| Extent: | 170 S. graph. Darst. |
|---|---|
| Series: | Lecture notes in economics and mathematical systems : LNEMS. - Cham : Springer, ISSN 0075-8442, ZDB-ID 121369-6. - Vol. 493 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Forschungsbericht ; Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Zugl.: Tübingen, Univ., Diss., 1998 |
| Notes: | Literaturverz. S. [163] - 170 kart. : DM 72.00 |
| ISBN: | 3-540-67916-2 |
| Classification: | Geld, Inflation, Kapitalmarkt ; Wahrscheinlichkeitsrechnung ; Harmonische Analyse |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001499875