Fourier transform methods in finance - Cherubini, Umberto (Chichester ; [Hoboken, N.J.] : John Wiley & Sons, 2010)
Fakulti Keusahawanan dan Perniagaan.
Includes bibliographical references (p. [229]-232) and index.
Keywords: Finance -- Mathematical models; Options (Finance) -- Mathematical models; Securities -- Prices -- Mathematical models