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Maree, S.C., Ortiz-Gracia, L. and Oosterlee, C.W. (2018) Fourier and Wavelet Option Pricing Methods. In: Dempster, M.A.H., Kanniainen, J., Keane, J. and Vynckier, E., Eds., High-Performance Computing in Finance, Problems, Methods, and Solutions, Chapman and Hall/CRC, Boca Raton, 249-272.
https://doi.org/10.1201/9781315372006-8

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