"Fast Fourier transform option pricing with stochastic interest rate, ..."

Sumei Zhang, Lihe Wang (2013)

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DOI: 10.1016/J.AMC.2013.05.008

access: closed

type: Journal Article

metadata version: 2020-02-21

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Sumei Zhang, Lihe Wang:
Fast Fourier transform option pricing with stochastic interest rate, stochastic volatility and double jumps. Appl. Math. Comput. 219(23): 10928-10933 (2013)

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