WYCENA ASYMETRYCZNYCH OPCJI LOGARYTMICZNYCH ZA POMOCĄ TRANSFORMATY FOURIERA

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Arkadiusz Orzechowski


Słowa kluczowe : model F. Blacka i M. Scholesa, transformata Fouriera, asymetryczne opcje logarytmiczne
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Orzechowski, A. (2018). WYCENA ASYMETRYCZNYCH OPCJI LOGARYTMICZNYCH ZA POMOCĄ TRANSFORMATY FOURIERA. Metody Ilościowe W Badaniach Ekonomicznych, 19(3), 238–250. https://doi.org/10.22630/MIBE.2018.19.3.22
Bibliografia

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