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"Robust Pricing of European Options with Wavelets and the Characteristic ..."
Luis Ortiz-Gracia, Cornelis W. Oosterlee (2013)
- Luis Ortiz-Gracia, Cornelis W. Oosterlee:
Robust Pricing of European Options with Wavelets and the Characteristic Function. SIAM J. Sci. Comput. 35(5) (2013)
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