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Applications of Fourier Transform to Smile Modeling

  • Zhu J
Springer Berlin Heidelberg, (2010)
DOI: 10.1007/978-3-642-01808-4
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Abstract

This work is aimed at an audience with a sound mathematical background wishing to learn about the rapidly expanding field of mathematical finance. Its content is suitable particularly …

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APA

Zhu, J. (2010). Applications of Fourier Transform to Smile Modeling. Applications of Fourier Transform to Smile Modeling. Springer Berlin Heidelberg. https://doi.org/10.1007/978-3-642-01808-4

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