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Q3513243 - MaRDI portal

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scientific article

    Statements

    author
    Xu Chen
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    Jianping Wan
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    publication date
    6 August 2008
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    zbMATH Keywords
    exponential Levy model
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    bilateral Laplace transformation
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    measure change
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    foreign currency options
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    fast Fourier transform
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    Identifiers

    zbMATH DE Number
    5307774
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