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~person:"Haslip, Gareth G."
~subject:"stochastic volatility"
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stochastic volatility
B-splines
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Option pricing theory
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Haslip, Gareth G.
Gentle, James E.
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The journal of computational finance
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A novel Fourier transform B-spline method for option pricing
Haslip, Gareth G.
;
Kaishev, Vladimir K.
- In:
The journal of computational finance
19
(
2015
)
1
,
pp. 41-74
Persistent link: https://www.econbiz.de/10011480709
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