Analysis of Fourier Transform Valuation Formulas and Applications

Article Properties
Cite
Eberlein, Ernst, et al. “Analysis of Fourier Transform Valuation Formulas and Applications”. Applied Mathematical Finance, vol. 17, no. 3, 2010, pp. 211-40, https://doi.org/10.1080/13504860903326669.
Eberlein, E., Glau, K., & Papapantoleon, A. (2010). Analysis of Fourier Transform Valuation Formulas and Applications. Applied Mathematical Finance, 17(3), 211-240. https://doi.org/10.1080/13504860903326669
Eberlein E, Glau K, Papapantoleon A. Analysis of Fourier Transform Valuation Formulas and Applications. Applied Mathematical Finance. 2010;17(3):211-40.
You May Also Like
Refrences
Title Journal Journal Categories Citations Publication Date
10.21314/JCF.2005.158 2006
10.21314/JCR.2006.034 2006
10.21314/JCF.1999.043 1999
10.1090/S0002-9939-1993-1146865-6 1993
10.1017/CBO9781139165372 2004
Citations
Title Journal Journal Categories Citations Publication Date
A comparative study of the neural network models for the stock market data classification—A multicriteria optimization approach Expert Systems with Applications
  • Science: Mathematics: Instruments and machines: Electronic computers. Computer science
  • Technology: Electrical engineering. Electronics. Nuclear engineering: Electric apparatus and materials. Electric circuits. Electric networks
  • Technology: Manufactures: Production management. Operations management
  • Technology: Mechanical engineering and machinery
  • Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics
  • Technology: Engineering (General). Civil engineering (General)
 2024
CBI-time-changed Lévy processes Stochastic Processes and their Applications
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 2023
A novel stochastic modeling framework for coal production and logistics through options pricing analysis

 Financial Innovation
  • Law: Law in general. Comparative and uniform law. Jurisprudence: Comparative law. International uniform law: Public finance
  • Social Sciences: Finance
  • Social Sciences: Finance
  • Social Sciences: Statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 2023
The deep parametric PDE method and applications to option pricing Applied Mathematics and Computation
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
 2 2022
Smiles & smirks: Volatility and leverage by jumps European Journal of Operational Research
  • Technology: Manufactures: Production management. Operations management
  • Technology: Technology (General): Industrial engineering. Management engineering
  • Technology: Engineering (General). Civil engineering (General)
 2022
Citations Analysis
Category Category Repetition
Science: Mathematics36
Social Sciences: Finance32
Social Sciences: Economic theory. Demography: Economics as a science26
Social Sciences: Commerce: Business26
Social Sciences: Statistics23
Science: Mathematics: Probabilities. Mathematical statistics10
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods7
Technology: Engineering (General). Civil engineering (General)7
Technology: Manufactures: Production management. Operations management5
Science: Mathematics: Instruments and machines: Electronic computers. Computer science3
Technology: Electrical engineering. Electronics. Nuclear engineering: Electric apparatus and materials. Electric circuits. Electric networks2
Technology: Mechanical engineering and machinery2
Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics2
Social Sciences: Commerce: Business: Accounting. Bookkeeping2
Technology: Technology (General): Industrial engineering. Management engineering1
Science: Mathematics: Instruments and machines: Electronic computers. Computer science: Computer software1
Law: Law in general. Comparative and uniform law. Jurisprudence: Comparative law. International uniform law: Public finance1
Social Sciences: Finance: Insurance1
The category Science: Mathematics 36 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Efficient Options Pricing Using the Fast Fourier Transform and was published in 2010. The most recent citation comes from a 2024 study titled A comparative study of the neural network models for the stock market data classification—A multicriteria optimization approach. This article reached its peak citation in 2017, with 10 citations. It has been cited in 33 different journals, 6% of which are open access. Among related journals, the SSRN Electronic Journal cited this research the most, with 20 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year