Efficient Pricing of European Options with Stochastic Interest Rate Using Fourier Transform Method
2013 ◽
Vol 219
(23)
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pp. 10928-10933
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2018 ◽
Vol 335
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pp. 323-333
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Keyword(s):
2019 ◽
Vol 350
◽
pp. 55-56
Keyword(s):
Keyword(s):