Application of Fast N-Body Algorithm to Option Pricing under CGMY Model
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Journal of Mathematical Finance
سال: 2017
ISSN: 2162-2434,2162-2442
DOI: 10.4236/jmf.2017.72016