Applications of Fourier Transform to Smile Modeling
Subtitle: Theory and Implementation
By: by Jianwei Zhu
Contributors: SpringerLink (Online service)
Series: Springer Finance
Publisher: Springer-Verlag Berlin Heidelberg
Published: 2010
Place of publication: Berlin, Heidelberg
Language: eng
Format: [electronic resource] :
ISBN-13: 9783642018077; 9783642018084
Subjects: Economics; Finance; Banks and banking