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"Quantization meets Fourier: a new technology for pricing options."

Giorgia Callegaro, Lucio Fiorin, Martino Grasselli (2019)

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DOI: 10.1007/S10479-018-3048-Z

access: closed

type: Journal Article

metadata version: 2020-08-13

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Giorgia Callegaro, Lucio Fiorin, Martino Grasselli:
Quantization meets Fourier: a new technology for pricing options. Ann. Oper. Res. 282(1-2): 59-86 (2019)

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