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Optimal fourier inversion in semi-analytical option pricing.

  • R Lord
  • , C Kahl

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original languageUndefined/Unknown
Place of Publication3000 DR Rotterdam
Number of pages21
EditionTinbergen Institute Discusion Paper 2006-066/2
Publication statusPublished - 2006

Publication series

SeriesTinbergen Institute Discusion Paper
Volume2006-066/2

Research programs

  • EUR ESE 31

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