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N°17-41: Option Pricing with Orthogonal Polynomial Expansions, D. Ackerer and D. Filipovic, 2017.

N°17-41: Option Pricing with Orthogonal Polynomial Expansions, D. Ackerer and D. Filipovic, 2017.

AuthorD. Filipović, D. Ackerer
Date10 Feb. 2017
CategoryWorking Papers
Linkhttps://papers.ssrn.com/abstract=3076519

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