Applications of Fourier Transform to Smile Modeling Theory and Implementation

• 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