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A comment on Option Pricing with Fourier Transform and Exponential Lévy Models [pdf]. Parent comment

Re:Option Pricing with Fourier Transform and Exponential Lév... by yold__ on Saturday October 27, 2018 @01:39AM (#18314515)
I guess it's interesting to see an alternative to Black Scholes. Fourier transform (FFT) is a common topic in advanced algos.
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