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Option valuation using the fast Fourier transform
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by
Peter Carr
,
Dilip B. Madan
| Citations: | 409 - 29 self |
BibTeX
@MISC{Carr_optionvaluation,
author = {Peter Carr and Dilip B. Madan},
title = {Option valuation using the fast Fourier transform},
year = {}
}
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Abstract
