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ORCID"Option pricing using the fast Fourier transform under the double ..."
Jiexiang Huang, Wenli Zhu, Xinfeng Ruan (2014)
- Jiexiang Huang
, Wenli Zhu, Xinfeng Ruan:
Option pricing using the fast Fourier transform under the double exponential jump model with stochastic volatility and stochastic intensity. J. Comput. Appl. Math. 263: 152-159 (2014)
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