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Economics / Investment / Stochastic processes / Options / Lookback option / Risk-neutral measure / Valuation / Semimartingale / Black–Scholes / Financial economics / Finance / Mathematical finance


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 / /

Facility

Freiburg Institute / University of Freiburg / /

Holiday

Assumption / /

OperatingSystem

Hurd / /

Organization

Center for Data Analysis and Modeling / Institute for Advanced Studies / Bachelier Finance Society Toronto / University of Freiburg / World Congress / /

Person

Antonis Papapantoleon / Kathrin Glau / /

ProgrammingLanguage

T / /

Technology

FDM / /

SocialTag