Pricing early-exercise and discrete barrier options by fourier-cosine series expansions
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Open Access
- 20 August 2009
- journal article
- research article
- Published by Springer Science and Business Media LLC in Numerische Mathematik
- Vol. 114 (1), 27-62
- https://doi.org/10.1007/s00211-009-0252-4
Abstract
No abstract availableKeywords
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