A Fast and Accurate Quadrature Fourier Transform Method to Price and Hedge in Affine Jump Diffusion Models
| Year of publication: |
2006
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|---|---|
| Authors: | Minenna, Marcello ; Verzella, Paolo |
| Published in: |
Economic & financial computing : a journal of the European Economics and Financial Centre. - Oxford : Rapid Communications of Oxford, ISSN 0962-2780, ZDB-ID 11011233. - Vol. 16.2006, 1, p. 3-4
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