Oliveira, P. S. (2015). The convolution method for pricing american options under Lévy processes.
Chicago Style (17th ed.) CitationOliveira, Pedro Simões. The Convolution Method for Pricing American Options Under Lévy Processes. 2015.
MLA (8th ed.) CitationOliveira, Pedro Simões. The Convolution Method for Pricing American Options Under Lévy Processes. 2015.
Warning: These citations may not always be 100% accurate.