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ON SPREAD OPTION PRICING USING TWO-DIMENSIONAL FOURIER TRANSFORM.

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Title: ON SPREAD OPTION PRICING USING TWO-DIMENSIONAL FOURIER TRANSFORM.
Authors: ALFEUS, MESIAS1 (AUTHOR) mesiasalfeus@gmail.com, SCHLÖGL, ERIK2,3 (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
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PubType: Academic Journal
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  Data: <searchLink fieldCode="JN" term="%22International+Journal+of+Theoretical+%26+Applied+Finance%22">International Journal of Theoretical & Applied Finance</searchLink>. Aug2019, Vol. 22 Issue 5, pN.PAG-N.PAG. 20p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=msf&AN=138443116
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        Value: 10.1142/S0219024919500237
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      – Code: eng
        Text: English
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        PageCount: 20
        StartPage: N.PAG
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      – TitleFull: ON SPREAD OPTION PRICING USING TWO-DIMENSIONAL FOURIER TRANSFORM.
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              Text: Aug2019
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              Y: 2019
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