Munhumwe, B., & Becker, R. (2015). The Bates model: Fourier Transform for option pricing under jump-diffusions in the South African market. School of Economics.
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Chicago Style (17th ed.) Citation
Munhumwe, Blessing, and Ronald Becker. The Bates Model: Fourier Transform for Option Pricing Under Jump-diffusions in the South African Market. School of Economics, 2015.
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MLA (9th ed.) Citation
Munhumwe, Blessing, and Ronald Becker. The Bates Model: Fourier Transform for Option Pricing Under Jump-diffusions in the South African Market. School of Economics, 2015.
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Warning: These citations may not always be 100% accurate.