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澳門大學電子學位論文庫

 

Title : applications of Fourier analysis to European option pricing    

English Abstract

Issue Date : 2009
Author : U, Sio Chong
Faculty : Faculty of Science and Technology
Department : Department of Mathematics
Degree : M.Sc.
Subject : Options (Finance) -- Prices -- Mathematical models
Options (Finance) -- Prices -- Europe -- Mathematical models
Fourier analysis
Mathematics -- Department of Mathematics
Supervisor : Ding, Deng
Library URL : b2148263
Files in This Item:
LOCATION : 1/F Zone C