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Catherine Daveloose
Publication Activity (10 Years)
Years Active: 2016-2016
Publications (10 Years): 1
Top Topics
Fourier Transform
Polar Coordinates
Shift Variant
Exchange Rate
Top Venues
J. Comput. Appl. Math.
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Publications
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Catherine Daveloose
,
Asma Khedher
,
Michèle Vanmaele
Robustness of quadratic hedging strategies in finance via Fourier transforms.
J. Comput. Appl. Math.
296 (2016)