Applications of Fourier transform to smile modeling [electronic resource] : theory and implementation / Jianwei Zhu.

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Bibliographic Details
Online Access:	Full Text (via Springer)
Main Author:	Zhu, Jianwei, 1970-
Format:	Electronic eBook
Language:	English
Published:	Heidelberg ; New York : Springer, ©2010.
Edition:	2nd ed.
Series:	Springer finance.
Subjects:	Options (Finance) > Prices. Fourier analysis.

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Full Text (via Springer)

Holdings details from Online
Call Number:	HG6024.A3 Z495 2010
HG6024.A3 Z495 2010	Available