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PDE and Martingale Methods in Option Pricing

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Attention for Chapter 15: Fourier methods
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Chapter title
Fourier methods
Chapter number 15
Book title
PDE and Martingale Methods in Option Pricing
Published by
Springer, Milano, January 2011
DOI 10.1007/978-88-470-1781-8_15
Book ISBNs
978-8-84-701780-1, 978-8-84-701781-8
Authors

Andrea Pascucci