Modular Pricing of Options An Application of Fourier Analysis by Jianwei Zhu

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Modular Pricing of Options An Application of Fourier Analysis by Jianwei Zhu

Modular Pricing of Options: An Application of Fourier Analysis (Lecture Notes in Economics and Mathematical Systems) by Jianwei Zhu
English | Oct 13, 2000 | ISBN: 3540679162 | 180 Pages | PDF | 5 MB

This book provides a comprehensive, up-to-date treatment of the application of Fourier analyses to pricing standard and exotic options, and discusses three different factors: stochastic volatility, stochastic interest rate and random jump.
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Tags: Modular, Pricing, Options, Application, Fourier, Analysis, Jianwei

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