Singular Fourier-Padé series expansion of European option prices
Year of publication: |
July 2018
|
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Authors: | Chan, Tat Lung |
Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 2055458-8. - Vol. 18.2018, 7, p. 1149-1171
|
Subject: | Singular Fourier-Padé series | European-type options | Lévy processes | Affine processes | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory |
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