A revisited and stable Fourier transform method for affine...

A revisited and stable Fourier transform method for affine jump diffusion models

Marcello Minenna, Paolo Verzella
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Volume:
32
Year:
2008
Language:
english
DOI:
10.1016/j.jbankfin.2007.05.019
File:
PDF, 359 KB
english, 2008
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