Orzechowski, Arkadiusz Pricing correlation options: from the P. Carr and D. Madan approach to the new method based on the Fourier transform,
, 2018, pp. 16 - 28.
Orzechowski, Arkadiusz .
Pricing correlation options: from the P. Carr and D. Madan approach to the new method based on the Fourier transform.
: , 2018, pp. 16 - 28.
Orzechowski, Arkadiusz (2018)
Pricing correlation options: from the P. Carr and D. Madan approach to the new method based on the Fourier transform,
: , pp. 16 - 28
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