Modular pricing of options : an application of Fourier analysis /
| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
Berlin ; New York :
Springer,
[2000]
|
| Series: | Lecture notes in economics and mathematical systems.
493. |
| Subjects: |
| Item Description: | A revised version of the author's dissertation (doctoral--Tübingen). |
|---|---|
| Physical Description: | 170 pages : illustrations ; 24 cm. |
| Bibliography: | Includes bibliographical references (pages [163]-170). |
| ISBN: | 3540679162 (softcover : alk. paper) |
| ISSN: | 0075-8442 ; |