A fast Fourier transform technique for pricing American options under stochastic volatility
| Year of publication: |
2010
|
|---|---|
| Authors: | Antonelli, F. ; Ramponi, A. ; Scarlatti, S. |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 13.2010, 1, p. 1-25
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