FFT Based Option Pricing
dc.contributor.author | Borak, Szymon | |
dc.contributor.author | Detlefsen, Kai | |
dc.contributor.author | Härdle, Wolfgang Karl | |
dc.date.accessioned | 2017-06-15T22:52:04Z | |
dc.date.available | 2017-06-15T22:52:04Z | |
dc.date.created | 2005-08-31 | |
dc.date.issued | 2005-03-01 | |
dc.identifier.issn | 1860-5664 | |
dc.identifier.uri | http://edoc.hu-berlin.de/18452/4529 | |
dc.language.iso | eng | |
dc.publisher | Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät | |
dc.rights.uri | http://rightsstatements.org/vocab/InC/1.0/ | |
dc.subject.ddc | 330 Wirtschaft | |
dc.title | FFT Based Option Pricing | |
dc.type | workingPaper | |
dc.identifier.urn | urn:nbn:de:kobv:11-10045317 | |
dc.identifier.doi | http://dx.doi.org/10.18452/3877 | |
local.edoc.pages | 20 | |
local.edoc.type-name | Diskussionspapier | |
local.edoc.container-type | series | |
local.edoc.container-type-name | Schriftenreihe | |
local.edoc.container-year | 2005 | |
dc.identifier.zdb | 2195055-6 | |
bua.series.name | Sonderforschungsbereich 649: Ökonomisches Risiko | |
bua.series.issuenumber | 2005,11 |