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Applications of Fourier Transform to Smile Modeling

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Attention for Chapter 7: Poisson Jumps
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Chapter title
Poisson Jumps
Chapter number 7
Book title
Applications of Fourier Transform to Smile Modeling
Published by
Springer, Berlin, Heidelberg, January 2010
DOI 10.1007/978-3-642-01808-4_7
Book ISBNs
978-3-64-201807-7, 978-3-64-201808-4
Authors

Jianwei Zhu