Moir, R., & Becker, R. (2014). Two dimensional COS method for pricing early-exercise and discrete barrier options under the Heston Model. Division of Actuarial Science.
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Chicago Style (17th ed.) Citation
Moir, Richard, and Ronald Becker. Two Dimensional COS Method for Pricing Early-exercise and Discrete Barrier Options Under the Heston Model. Division of Actuarial Science, 2014.
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MLA (9th ed.) Citation
Moir, Richard, and Ronald Becker. Two Dimensional COS Method for Pricing Early-exercise and Discrete Barrier Options Under the Heston Model. Division of Actuarial Science, 2014.
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Warning: These citations may not always be 100% accurate.