Modular pricing of options : an application of Fourier analysis

Author(s)

    • Zhu, Jianwei

Bibliographic Information

Modular pricing of options : an application of Fourier analysis

Jianwei Zhu

(Lecture notes in economics and mathematical systems, 493)

Springer, c2000

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Note

A rev. version of the author's dissertation (doctoral--Tübingen)

Bibliography: p. [163]-170

Related Books: 1-1 of 1

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