The evaluation of European compound option prices under stochastic volatility using Fourier transform techniques
| Year of publication: |
2013
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|---|---|
| Authors: | Griebsch, Susanne A. |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 16.2013, 2, p. 135-165
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