Stochastic Processes and their Applications · 2013 · 122 citations · 25 references
EngineeringMathematicsPhysicsProbability TheoryStochastic ProcessesTheoretical PhysicsBrownian MotionDiffusion ProcessesLévy ProcessesMarkov ProcessesStochastic Differential EquationsStochastic StabilityStability Of Markov ProcessesStable DistributionsTempered Stable Processes
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Option valuation using the fast Fourier transform
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