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"Speed and biases of Fourier-based pricing choices: a numerical analysis."

Ricardo Crisóstomo (2018)

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DOI: 10.1080/00207160.2017.1322691

access: closed

type: Journal Article

metadata version: 2018-06-01

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Ricardo Crisóstomo:
Speed and biases of Fourier-based pricing choices: a numerical analysis. Int. J. Comput. Math. 95(8): 1565-1582 (2018)

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