Applications of Fourier Transform to Smile Modeling Theory and Implementation

Applications of Fourier Transform to Smile Modeling Theory and Implementation

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Bibliographic Details
Main Author: Zhu, Jianwei
Corporate Author: SpringerLink (Online service)
Format: Electronic Kit Book
Language:English
Published: Berlin, Heidelberg Springer-Verlag Berlin Heidelberg 2010
Series:Springer Finance
Subjects:
Economics
Finance
Τράπεζες και τραπεζικές εργασίες
Economics/Management Science
Finance /Banking
Quantitative Finance
Online Access:http://dx.doi.org/10.1007/978-3-642-01808-4

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