Hedging and Pricing Early-Exercise Options With Complex Fourier Series Expansion
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2020 ◽
Vol 54
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pp. 100973
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2012 ◽
Vol 132
(3)
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pp. 366-373
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2014 ◽
Vol 5
(1-4)
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pp. 121-128
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1999 ◽
Vol 32
(4)
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pp. L57-L62
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1995 ◽
Vol 02
(04)
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pp. 489-494
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