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- W3015589114 abstract "This paper extends the singular Fourier–Pade (SFP) method proposed by Chan [Singular Fourier–Pade series expansion of European option prices. Quant. Finance, 2018, 18, 1149–1171] for pricing/hedgin..." @default.
- W3015589114 created "2020-04-17" @default.
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- W3015589114 date "2020-04-07" @default.
- W3015589114 modified "2023-10-16" @default.
- W3015589114 title "An SFP–FCC method for pricing and hedging early-exercise options under Lévy processes" @default.
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- W3015589114 doi "https://doi.org/10.1080/14697688.2020.1736322" @default.
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