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On the efficacy of Fourier series approximations for pricing European and digital options
Hurn, Stan
;
Lindsay, Kenneth A.
;
McClelland, Andrew
-
2013
Persistent link: https://www.econbiz.de/10009689207
Saved in:
2
The devil is in the detail : hints for practical optimisation
Christensen, T. M
;
Hurn, Stan
;
Lindsay, Kenneth A.
- In:
Economic analysis and policy
38
(
2008
)
2
,
pp. 345-368
Persistent link: https://www.econbiz.de/10003974342
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