Application of power series approximation techniques to valuation of European style options
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Publication:5014193
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Cites work
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- A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
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- The shape and term structure of the index option smirk: why multifactor stochastic volatility models work so well
- Time dependent Heston model
- Tools for computational finance
- Transform Analysis and Asset Pricing for Affine Jump-diffusions
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