Zhu, Jianwei, 1970-

Applications of Fourier transform to smile modeling : theory and implementation / Jianwei Zhu. - 2nd ed. - Berlin ; New York : Springer, c2010. - xv, 330 p. : ill. ; 24 cm. - Springer finance .

Includes bibliographical references (p. 319-326) and index

9783642018077


Fourier analysis.
Options (Finance)--Prices.