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Pricing Barrier and Bermudan Style Options Under Time-Changed Lévy Processes: Fast Hilbert Transform Approach

✍ Scribed by Zeng, Pingping; Kwok, Yue Kuen


Book ID
126173177
Publisher
Society for Industrial and Applied Mathematics
Year
2014
Tongue
English
Weight
521 KB
Volume
36
Category
Article
ISSN
1064-8275

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