ON SPREAD OPTION PRICING USING TWO-DIMENSIONAL FOURIER TRANSFORM.

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Bibliographic Details
Title:	ON SPREAD OPTION PRICING USING TWO-DIMENSIONAL FOURIER TRANSFORM.
Authors:	ALFEUS, MESIAS¹ (AUTHOR) mesiasalfeus@gmail.com, SCHLÖGL, ERIK^2,3 (AUTHOR) Erik.Schlogl@uts.edu.au
Source:	International Journal of Theoretical & Applied Finance. Aug2019, Vol. 22 Issue 5, pN.PAG-N.PAG. 20p.
Database:	Mathematics Source

Description
ISSN:	02190249
DOI:	10.1142/S0219024919500237