Option valuation using the fast Fourier transform
Year of publication: |
1999
|
---|---|
Authors: | Carr, Peter ; Madan, Dilip B. |
Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 2.1999, 4, p. 61-73
|
Subject: | Optionspreistheorie | Option pricing theory | Mathematik | Mathematics | Theorie | Theory |
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