Applications of Fourier transform to smile modeling. Theory and implementation.
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Publication:1022284
DOI10.1007/978-3-642-01808-4zbMath1182.91010OpenAlexW2476217970MaRDI QIDQ1022284
Publication date: 10 June 2009
Published in: Springer Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-01808-4
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