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"A fast high-order sinc-based algorithm for pricing options under ..."

Jun Liu, Hai-Wei Sun (2014)

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DOI: 10.1080/00207160.2013.867954

access: closed

type: Journal Article

metadata version: 2017-05-28

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Jun Liu, Hai-Wei Sun:
A fast high-order sinc-based algorithm for pricing options under jump-diffusion processes. Int. J. Comput. Math. 91(10): 2163-2184 (2014)

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