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BibTeX entry
@Article{Huang:2014:OPU,
author = "Jiexiang Huang and Wenli Zhu and Xinfeng Ruan",
title = "Option pricing using the fast {Fourier} transform
under the double exponential jump model with stochastic
volatility and stochastic intensity",
journal = j-J-COMPUT-APPL-MATH,
volume = "263",
number = "??",
pages = "152--159",
month = jun,
year = "2014",
CODEN = "JCAMDI",
ISSN = "0377-0427 (print), 1879-1778 (electronic)",
ISSN-L = "0377-0427",
bibdate = "Sat Feb 25 13:34:43 MST 2017",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jcomputapplmath2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0377042713006791",
acknowledgement = ack-nhfb,
fjournal = "Journal of Computational and Applied Mathematics",
journal-URL = "http://www.sciencedirect.com/science/journal/03770427",
}
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256(z)152,
263(z)129,
271(z)247
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