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Fourier Transform Method with an Asymptotic Expansion Approach: an Application to Currency Options

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Fourier Transform Method with an Asymptotic Expansion Approach: an Application to Currency Options

Material type
文書・図像類
Author
Takahashi, Akihikoほか
Publisher
日本経済国際共同センター
Publication date
2008-01
Material Format
Paper
Capacity, size, etc.
-
NDC
335
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Notes on use

Note (General)：

application/pdfRevised Version of CIRJE-F-497; forthcoming in International Journal of Theoretical and Applied Finance;. Revised in February 2008.本文フィ...

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Paper

Material Type
文書・図像類
Title
Fourier Transform Method with an Asymptotic Expansion Approach: an Application to Currency Options
Author/Editor
Takahashi, Akihiko
Takehara, Kohta
Author Heading
Takahashi, Akihiko
Takehara, Kohta
Publication, Distribution, etc.
日本経済国際共同センター
Publication Date
2008-01
Publication Date (W3CDTF)
2008-01
Periodical title
Discussion paper series. CIRJE-F
No. or year of volume/issue
CIRJE-F-538
Volume
CIRJE-F-538