A revisited and stable Fourier transform method for affine jump diffusion models
| Year of publication: |
2008
|
|---|---|
| Authors: | Minenna, Marcello ; Verzella, Paolo |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 32.2008, 10, p. 2064-2075
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