GitHub - fatchat/fft_pricing: Exotic option pricing using a fast Fourier transform technique (with Norberto Laghi) · GitHub

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configfiles		configfiles
csutils		csutils
docs		docs
logfiles		logfiles
main		main
mathutils		mathutils
notes		notes
pricing		pricing
scripts		scripts
Makefile		Makefile

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Exotic option pricing using a fast Fourier transform technique (with Norberto Laghi)

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