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Searched for: collection%253Air
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On an option pricing method based on Fourier-Cosine series expansions
Fang, F. (author), Oosterlee, C.W. (author)
report 2008
document
Pricing early-exercise and discrete barrier options by Fourier-Cosine series expansions
Fang, F. (author), Oosterlee, C.W. (author)
report 2008
