Analysis of Fourier Transform Valuation Formulas and Applications

DOI10.1080/13504860903326669zbMath1233.91267arXiv0809.3405OpenAlexW2169930605MaRDI QIDQ2786205

Kathrin Glau, Antonis Papapantoleon, Ernst Eberlein

Publication date: 21 September 2010

Published in: Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0809.3405

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (59)

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