Fourier inversion formulas for multiple-asset option pricing / by Bruno Feunou and Ernest Tafolong. : FB3-2/115-11E-PDF
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| Department/Agency | Bank of Canada. |
|---|---|
| Title | Fourier inversion formulas for multiple-asset option pricing / by Bruno Feunou and Ernest Tafolong. |
| Series title | Bank of Canada working paper1701-93972015-11 |
| Publication type | Series - View Master Record |
| Language | [English] |
| Format | Electronic |
| Electronic document | |
| Note(s) | Résumé en français. |
| Publishing information | Ottawa - Ontario : Bank of Canada March 2015. |
| Description | 47p.graphs, references, tables |
| ISSN | 1701-9397 |
| Catalogue number |
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