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Fourier transform methods in finance / Umberto Cherubini ... [et al.]. - Chichester, England : Wiley, 2010. - xii, 242 p. : ill. ; 26 cm.

Includes bibliographical references (p. [229]-232) and index.

9780470994009 (cloth) 0470994002 (cloth)


Options (Finance)--Mathematical models.
Securities--Prices--Mathematical models.
Finance--Mathematical models.
Fourier analysis.

HG6024.A3

332.632042 / F684