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Topics in Numerical Methods for Finance

Overview of attention for book
Attention for Chapter 7: Fast Fourier Transform Option Pricing: Efficient Approximation Methods Under Multi-Factor Stochastic Volatility and Jumps
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Chapter title
Fast Fourier Transform Option Pricing: Efficient Approximation Methods Under Multi-Factor Stochastic Volatility and Jumps
Chapter number 7
Book title
Topics in Numerical Methods for Finance
Published by
Springer, Boston, MA, January 2012
DOI 10.1007/978-1-4614-3433-7_7
Book ISBNs
978-1-4614-3432-0, 978-1-4614-3433-7
Authors

J. P. F. Charpin, M. Cummins

Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 1 Mendeley reader of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 1 100%

Demographic breakdown

Readers by professional status Count As %
Other 1 100%
Readers by discipline Count As %
Mathematics 1 100%