A revisited and stable Fourier transform method for affine jump diffusion models 15 Ottobre 2008 Ottobre 2008 Leggi il documento Tag: carr-madan, carr-madan, garch, garch, Gauss, journal of banking and finance, Marcello Minenna, newton-cotes, option pricing, probabilistic scenario, probability measure, quadrature, quadrature, quantitative finance
