Valuation of European Call Options via the Fast Fourier Transform and the Improved Mellin Transform
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Journal of Mathematical Finance
سال: 2016
ISSN: 2162-2434,2162-2442
DOI: 10.4236/jmf.2016.62028