Saddlepoint methods for option pricing
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Publication:3639926
DOI10.21314/JCF.2009.198zbMath1178.91192OpenAlexW2407769420MaRDI QIDQ3639926
Publication date: 26 October 2009
Published in: The Journal of Computational Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.21314/jcf.2009.198
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