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