1 option
Applications of Fourier transform to smile modeling : theory and implementation / Jianwei Zhu.
Lippincott Library HG6024.A3 Z495 2010
Available
- Format:
- Book
- Author/Creator:
- Zhu, Jianwei, 1970-
- Series:
- Springer finance
- Language:
- English
- Subjects (All):
- Options (Finance)--Prices--Econometric models.
- Options (Finance).
- Fourier analysis.
- Physical Description:
- xv, 330 pages : illustrations (some color) ; 24 cm.
- Place of Publication:
- Berlin : Springer, [2010]
- Notes:
- Includes bibliographical references (pages 319-326) and index.
- ISBN:
- 9783642018077
- 3642018076
- OCLC:
- 401155679
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