Question
Consider a function F(t) which is zero for negative t, and takes the value exp(-t/2 7) for t > 0. Find its Fourier transforms,
Consider a function F(t) which is zero for negative t, and takes the value exp(-t/2 7) for t > 0. Find its Fourier transforms, C(@) and S (w), defined in F() = | C(w) cos(wt) dw + S(w) sin(wt) dw.
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Introduces Quantitative Finance
Authors: Paul Wilmott
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470319585, 470319581, 978-0470319581
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