Fourier transformation and the pricing of average-rate derivatives (Q2466427): Difference between revisions
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Revision as of 07:14, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fourier transformation and the pricing of average-rate derivatives |
scientific article |
Statements
Fourier transformation and the pricing of average-rate derivatives (English)
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14 January 2008
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Fourier transformation
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Average-rate derivaties
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Forward risk-neutral measure
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