Fast pricing and calculation of sensitivities of out-of-the-money European options under Lévy processes
| Year of publication: |
2012
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|---|---|
| Authors: | Levendorskii, Sergei ; Xie, Jiayao |
| Published in: |
The journal of computational finance. - London : Incisive Media, ISSN 1460-1559, ZDB-ID 1433009x. - Vol. 15.2012, 3, p. 71-135
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