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] |
