Efficient computation of european option prices and their...

Efficient computation of european option prices and their sensitivities with the complex fourier series method

Chan, Tat Lung (Ron)
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Volume:
50
Language:
english
Journal:
The North American Journal of Economics and Finance
DOI:
10.1016/j.najef.2019.100984
Date:
November, 2019
File:
PDF, 4.12 MB
english, 2019
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