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Modular Pricing of Options An Application of Fourier Analysis (Lecture Notes in Economics and Mathematical Systems)
ISBN: 3540679162     Date Published: 2000-10-13     Author(s): Jianwei Zhu
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170 Pages
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06/20/2013 01:36:24
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Presents a new concept of modularization of pricing, with a new approach to searching systematically for new solutions in the Fourier space. Shows in detail the increased potential of this approach over the more volatile stochastic methods. Softcover.
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