Pricing european options based on Fourier-Cosine series expansions
Tese de mestrado, Matemática Financeira, Universidade de Lisboa, Faculdade de Ciências, 2016
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| Format: | masterThesis |
| Language: | eng |
| Published: |
2016
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10451/24663 |
| Country: | Portugal |
| Oai: | oai:repositorio.ul.pt:10451/24663 |