FFT based option pricing
| Year of publication: |
2005
|
|---|---|
| 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] RePEc:zbw:sfb649:sfb649dp2005-011 [RePEc] |
| Classification: | G12 - Asset Pricing |
| Source: |
Persistent link: https://www.econbiz.de/10010319188