Cite
HARVARD Citation
Pang, H. et al. (2014). Fast Exponential Time Integration for Pricing Options in Stochastic Volatility Jump Diffusion Models. East Asian journal on applied mathematics. 4 (1), pp. 52-68. [Online].
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Pang, H. et al. (2014). Fast Exponential Time Integration for Pricing Options in Stochastic Volatility Jump Diffusion Models. East Asian journal on applied mathematics. 4 (1), pp. 52-68. [Online].