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Black-Scholes Partial Differential Equation
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Valuation of European call options via the fast Fourier transform and the
improved
Mellin
transform
Fadugba, Sunday Emmanuel
;
Nwozo, Chuma Raphael
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 338-359
Persistent link: https://www.econbiz.de/10011544533
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