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A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions

✍ Scribed by Fang, F.; Oosterlee, C. W.

Book ID: 121013465
Publisher: Society for Industrial and Applied Mathematics
Year: 2009
Tongue: English
Weight: 340 KB
Volume: 31
Category: Article
ISSN: 1064-8275
DOI: 10.1137/080718061

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