Fourier transform methods in finance

By: Cherubini, Umberto et alMaterial type: TextTextPublisher: Chichester,John Wiley,2010Description: xii; 242pISBN: 9780470994009Subject(s): Fourier analysis | Finance-Mathematical models | Securities-Prices-Mathematical models | Options (Finance)-Mathematical models | Financial economics | EconomicsDDC classification: 332.632042/CHE
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