Multiplicative noise, fast convolution and pricing

Multiplicative noise, fast convolution and pricing

Bormetti, Giacomo, Cazzaniga, Sofia
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Volume:
14
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2012.729857
Date:
March, 2014
File:
PDF, 1.10 MB
english, 2014
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