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ORCID"FFT based option pricing under a mean reverting process with stochastic ..."
E. Pillay, John G. O'Hara (2011)
- E. Pillay, John G. O'Hara
:
FFT based option pricing under a mean reverting process with stochastic volatility and jumps. J. Comput. Appl. Math. 235(12): 3378-3384 (2011)
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