Inverting analytic characteristic functions and financial applications (Q2873134)
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scientific article; zbMATH DE number 6249466
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inverting analytic characteristic functions and financial applications |
scientific article; zbMATH DE number 6249466 |
Statements
23 January 2014
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sinc expansion
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Fourier transform
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Hilbert transform
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trapezoidal rule
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characteristic function
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option pricing
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extreme strike
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Inverting analytic characteristic functions and financial applications (English)
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