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The model Analysis of Fourier Transform Valuation Formulas and Applications Valuation
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Document Date: 2010-06-17 10:26:13
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File Size: 263,68 KB
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Company
Vf /
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Facility
Freiburg Institute /
University of Freiburg /
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Holiday
Assumption /
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OperatingSystem
Hurd /
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Organization
Center for Data Analysis and Modeling /
Institute for Advanced Studies /
Bachelier Finance Society Toronto /
University of Freiburg /
World Congress /
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Person
Antonis Papapantoleon /
Kathrin Glau /
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ProgrammingLanguage
T /
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Technology
FDM /
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SocialTag
Economics
Investment
Stochastic processes
Options
Lookback option
Risk-neutral measure
Valuation
Semimartingale
Black–Scholes
Financial economics