LIBROS DEL AUTOR: jianwei zhu

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  • Applications of Fourier Transform to Smile Modeling
    Jianwei Zhu
    This book addresses the applications of Fourier transform to smile modeling. Smile effect is used generically by ?nancial engineers and risk managers to refer to the inconsistences of quoted implied volatilities in ?nancial markets, or more mat- matically, to the leptokurtic distributions of ?nancial assets and indices. Therefore, a sound modeling of ...
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