A fast numerical approach to option pricing with stochastic interest rate, stochastic volatility and double jumps (Q375647)

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A fast numerical approach to option pricing with stochastic interest rate, stochastic volatility and double jumps
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    A fast numerical approach to option pricing with stochastic interest rate, stochastic volatility and double jumps (English)
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    31 October 2013
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    characteristic function
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    fast Fourier transform
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    double exponential jump diffusion
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    stochastic interest rate
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    stochastic volatility
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