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"Efficient Option Pricing by Frame Duality with the Fast Fourier Transform."

Justin Lars Kirkby (2015)

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DOI: 10.1137/140989480

access: closed

type: Journal Article

metadata version: 2023-09-28

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Justin Lars Kirkby:
Efficient Option Pricing by Frame Duality with the Fast Fourier Transform. SIAM J. Financial Math. 6(1): 713-747 (2015)

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