FFT based option pricing under a mean reverting process with stochastic volatility and jumps (Q534218)

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FFT based option pricing under a mean reverting process with stochastic volatility and jumps
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    FFT based option pricing under a mean reverting process with stochastic volatility and jumps (English)
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    17 May 2011
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    mean reverting process
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    stochastic volatility
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    jumps
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    fast Fourier transform
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    Monte Carlo simulation
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