Authors
Arkadiusz Orzechowski
Warsaw School of Economics, Collegium of Socio-Economics, Department of Banking, ul. Wiśniowa 41, 02-520, Warszawa, Poland
Pricing Correlation Options: from the P. Carr And D. Madan Approach to the New Method Based on the Fourier Transform
Language: English
Page range: 16 - 28
Published on: May 22, 2018
Published by: Poznań University of Economics and Business Press
In partnership with: Paradigm Publishing Services
Publication frequency: 4 issues per year
Related subjects:
© 2018 Arkadiusz Orzechowski, published by Poznań University of Economics and Business Press
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.