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FAST FOURIER TRANSFORM AND FORMULATION OF ECONOMIC RECESSION INDUCED STOCHASTIC VOLATILITY MODELS FOR AMERICAN OPTIONS COMPUTATION

BANKOLE, Philip Ajibola (2022-12-08)

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- BANKOLE, Philip Ajibola (1)
Subject
- Fast Fourier Transform, Recession induced-volatility, Economic uncertainties (1)
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Date Issued
- 2022 (1)