"Inverting Analytic Characteristic Functions and Financial Applications."

Liming Feng, Xiong Lin (2013)

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DOI: 10.1137/110830319

access: closed

type: Journal Article

metadata version: 2017-05-17

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Liming Feng, Xiong Lin:
Inverting Analytic Characteristic Functions and Financial Applications. SIAM J. Financial Math. 4(1): 372-398 (2013)

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