"Numerical aspects of integration in semi-closed option pricing formulas ..."

Josef Danek, Jan Pospisil (2020)

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DOI: 10.1080/00207160.2019.1614174

access: closed

type: Journal Article

metadata version: 2020-06-29

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Josef Danek, Jan Pospisil:
Numerical aspects of integration in semi-closed option pricing formulas for stochastic volatility jump diffusion models. Int. J. Comput. Math. 97(6): 1268-1292 (2020)

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