Télécharger le livre :  Fourier Transform Methods in Finance
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In recent years, Fourier transform methods have emerged as one of the major methodologies for the evaluation of derivative contracts, largely due to the need to strike a balance between the extension of existing pricing models beyond the traditional Black-Scholes...

Editeur : Wiley
Parution : 2010-01-05
Collection : The Wiley Finance Series
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