A spectral approach to pricing of forward starting options

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  • A spectral approach to pricing of forward starting options

A spectral approach to pricing of forward starting options

Tong, Kevin Z., Hou, Dongping, Guan, Jianhua
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Year:
2019
Language:
english
Journal:
Mathematical Finance Letters
DOI:
10.28919/mfl/4036
File:
PDF, 188 KB
english, 2019
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