FFT based option pricing
Year of publication: |
2005
|
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Authors: | Borak, Szymon ; Detlefsen, Kai ; Härdle, Wolfgang Karl |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | Optionspreistheorie | Analysis | Theorie |
Series: | SFB 649 Discussion Paper ; 2005-011 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 496002368 [GVK] hdl:10419/25030 [Handle] |
Classification: | G12 - Asset Pricing |
Source: |
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