On a semi-spectral method for pricing an option on a mean-reverting asset (Q4646794)

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scientific article; zbMATH DE number 7001538
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On a semi-spectral method for pricing an option on a mean-reverting asset
scientific article; zbMATH DE number 7001538

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    On a semi-spectral method for pricing an option on a mean-reverting asset (English)
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    14 January 2019
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    option pricing
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    semi-spectral method
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