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Heston….Again?! Robust High‐Precision Option Pricing by Fourier Transforms : Contour Deformations and Double‐Exponential Quadrature
Andersen, Leif B. G.
;
Lake, Mark
- In:
Wilmott
2019
(
2019
)
102
,
pp. 22-41
Persistent link: https://www.econbiz.de/10012274271
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