Option pricing with long memory stochastic volatility models : a fourier-tansform based approach /

Option pricing with long memory stochastic volatility models : a fourier-tansform based approach /

Includes bibliographical references

Bibliographic Details
Main Author:	Tong, Zhigang
Format:
Language:	eng
Published:	Germany : LAP LAMBERT Academic Publishing, 2013
Subjects:	Stochastic processes Finance

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