Fourier transformation and the pricing of average-rate derivatives (Q2466427): Difference between revisions

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Latest revision as of 15:10, 27 June 2024

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Fourier transformation and the pricing of average-rate derivatives
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    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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