Open access

Fourier Transform Methods for Option Pricing

Written By

Deng Ding

Submitted: 12 May 2011 Published: 25 April 2012

DOI: 10.5772/35535

From the Edited Volume

Fourier Transform Applications

Edited by Salih Mohammed Salih

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Written By

Deng Ding

Submitted: 12 May 2011 Published: 25 April 2012