The Fourier Transform

• 2 January 2012
• book chapter
• Published by Wiley
• p. 113-128
• https://doi.org/10.1002/9781119207825.ch6

Abstract

Keywords

• FOURIER TRANSFORM
• FOURIER SERIES
• SINE
• COSINE
• HARMONIC ANALYSIS
• PERIODIC FUNCTION
• OPTION PRICING
• CARR–MADAN APPROACH
• LEWIS APPROACH