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Fast Hilbert Transform Algorithms for Pricing Discrete Timer Options Under Stochastic Volatility Models
Zeng, Pingping, Kwok, Yue Kuen, Zheng, WendongYear:
2014
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2465747
File:
PDF, 163 KB
english, 2014