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FFT Based Option Pricing Under Mean Reversion, Jumps and Stochastic Volatility

FFT Based Option Pricing Under Mean Reversion, Jumps and Stochastic Volatility
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Total Pages : 115
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ISBN-10 : OCLC:710018820
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Book Synopsis FFT Based Option Pricing Under Mean Reversion, Jumps and Stochastic Volatility by : Evashun Pillay

Download or read book FFT Based Option Pricing Under Mean Reversion, Jumps and Stochastic Volatility written by Evashun Pillay and published by . This book was released on 2009 with total page 115 pages. Available in PDF, EPUB and Kindle. Book excerpt:


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