Code for master thesis about application of FFT technique in Spread option valuation field (based on papers from Hurd Zhou and Dempster Hong)
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Code for master thesis about application of FFT technique in Spread option valuation field (based on papers from Hurd Zhou and Dempster Hong)
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xblad/fourier-lab
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Code for master thesis about application of FFT technique in Spread option valuation field (based on papers from Hurd Zhou and Dempster Hong)
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