Inverting Analytic Characteristic Functions and Financial Applications (Q2873134)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inverting Analytic Characteristic Functions and Financial Applications |
scientific article |
Statements
Inverting Analytic Characteristic Functions and Financial Applications (English)
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23 January 2014
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sinc expansion
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Fourier transform
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Hilbert transform
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trapezoidal rule
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characteristic function
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option pricing
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extreme strike
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