A Lévy Option Pricing model of FFT-Based High-order Multinomial Tree

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Bibliographic Details
Published inTehnički vjesnik
Format Journal Article
LanguageEnglish
Published 01.08.2022
Online AccessGet full text
ISSN1330-3651
1848-6339
DOI10.17559/tv-20220406014211

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ISSN:1330-3651
1848-6339
DOI:10.17559/tv-20220406014211