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Option valuation as an expectation in the complex domain: The Black-Scholes case
Fontanals Albiol, Hortènsia, 1956-; Lacayo, Ramón
Universitat de Barcelona
2010-05-11
Opcions (Finances)
Transformació de Laplace
Transformacions de Fourier
Teoria de les distribucions (Anàlisi funcional)
Options (Finance)
Laplace transformation
Fourier transformations
Theory of distributions (Functional analysis)
cc-by-nc-nd, (c) Fontanals et al., 2005
http://creativecommons.org/licenses/by-nc-nd/3.0/es/
Working Paper
Universitat de Barcelona. Facultat d'Economia i Empresa
         

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