24 citations to 10.1239/jap/1037816027 (Crossref Cited-By Service)
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  2. Daniel Dufresne, Jose Garrido, Manuel Morales, “Fourier Inversion Formulas in Option Pricing and Insurance”, Methodol Comput Appl Probab, 11, № 3, 2009, 359  crossref
  3. Mark S. Joshi, Chao Yang, “Fourier Transforms, Option Pricing and Controls”, SSRN Journal, 2011  crossref
  4. Barbara Götz, Marcos Escobar, Rudi Zagst, “Closed-Form Pricing of Two-Asset Barrier Options with Stochastic Covariance”, Applied Mathematical Finance, 21, № 4, 2014, 363  crossref
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