Fourier transform methods in finance
By: Umberto Cherubini ... [et al.].
Contributors: Cherubini, Umberto.
Publisher: John Wiley & Sons
Published: 2010
Place of publication: Chichester; [Hoboken, N.J.]
Language: eng
ISBN-13: 9780470994009
Subjects: Options (Finance) -- Mathematical models; Securities -- Prices -- Mathematical models; Finance -- Mathematical models; Fourier analysis
Notes: Includes bibliographical references and index.