Open AccessASYMMETRIC SQUARE ROOT OPTIONS – CAN WE PRICE THEM VIA THE FOURIER TRANSFORM?
Author(s) -
Adam Ulmer
Publication year - 2019
Publication title -
metody ilościowe w badaniach ekonomicznych/quantitative methods in economics
Language(s) - English
Resource type - Journals
eISSN - 2543-8565
pISSN - 2082-792X
DOI - 10.22630/mibe.2019.20.1.7
Subject(s) - square root , root (linguistics) , fourier transform , square (algebra) , discrete fourier transform (general) , mathematics , short time fourier transform , econometrics , fourier analysis , economics , mathematical analysis , geometry , philosophy , linguistics