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Fourier inversion formulas for multiple-asset option pricing / by Bruno Feunou and Ernest Tafolong.FB3-2/115-11E-PDF

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.581580&sl=0

Publication information
Department/Agency
  • Bank of Canada.
TitleFourier inversion formulas for multiple-asset option pricing / by Bruno Feunou and Ernest Tafolong.
Series title
  • Bank of Canada working paper 1701-9397 2015-11
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
Electronic document
Note(s)
  • Résumé en français.
Publishing information
  • Ottawa - Ontario : Bank of Canada March 2015.
Description47p.graphs, references, tables
ISSN1701-9397
Catalogue number
  • FB3-2/115-11E-PDF
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