Fourier inversion formulas in option pricing and insurance
Daniel Dufresne, Jose Garrido and Manuel Morales
| Year of publication: |
21 Dec. 2005
|
|---|---|
| Other Persons: | Dufresne, Daniel (contributor) ; Garrido, Jose (contributor) ; Morales, Manuel (contributor) |
| Publisher: |
Parkvill : Centre for Actuarial Studies, Dep. of Economics, Univ. of Melbourne |
| Subject: | Optionspreistheorie | Option pricing theory |
| Extent: | Online-Ressource, 32 S., Text graph. Darst |
|---|---|
| Series: | Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne. - Melbourne, ZDB-ID 2412374-2. - Vol. 128 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003227364