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"Pricing Barrier and Bermudan Style Options Under Time-Changed Lévy ..."
Pingping Zeng, Yue Kuen Kwok (2014)
- Pingping Zeng, Yue Kuen Kwok
:
Pricing Barrier and Bermudan Style Options Under Time-Changed Lévy Processes: Fast Hilbert Transform Approach. SIAM J. Sci. Comput. 36(3) (2014)
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