Highly efficient Shannon wavelet-based pricing of power options under the double exponential jump framework with stochastic jump intensity and volatility (Q2247115)

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Highly efficient Shannon wavelet-based pricing of power options under the double exponential jump framework with stochastic jump intensity and volatility
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    Highly efficient Shannon wavelet-based pricing of power options under the double exponential jump framework with stochastic jump intensity and volatility (English)
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    16 November 2021
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    Shannon wavelets
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    Fourier transform inversion
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    power options
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    double exponential jumps
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    stochastic volatility
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    stochastic jump intensity
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