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Items where Author is "Pillay, E"

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Pillay, E and O’Hara, JG (2011) FFT based option pricing under a mean reverting process with stochastic volatility and jumps. Journal of Computational and Applied Mathematics, 235 (12). pp. 3378-3384. DOI https://doi.org/10.1016/j.cam.2010.10.024

This list was generated on Sat Jun 22 07:41:32 2024 BST.