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  3. Option Valuation Using The Fast Fourier Transform

Option Valuation Using The Fast Fourier Transform

·1999·DOI
Engineering and Technology
Aerospace Engineering
Energy Modeling and Optimization
Market Efficiency and Options

Role in the Field

Neutralin Engineering and Technology
Neutralin Aerospace Engineering
Neutralin Energy Modeling and Optimization
Neutralin Market Efficiency and Options

Abstract

Citations

1,550

Year

1999

PageRank

3.9 / 10

Relative influence (log-scaled)

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