Open access peer-reviewed chapter

Fourier Transform Methods for Option Pricing

By Deng Ding

Submitted: May 12th 2011Reviewed: December 8th 2011Published: April 25th 2012

DOI: 10.5772/35535

Downloaded: 4081

© 2012 The Author(s). Licensee IntechOpen. This chapter is distributed under the terms of the Creative Commons Attribution 3.0 License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

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Deng Ding (April 25th 2012). Fourier Transform Methods for Option Pricing, Fourier Transform Applications, Salih Mohammed Salih, IntechOpen, DOI: 10.5772/35535. Available from:

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