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41TheValuationofSequentialExchangeOpportunitiesJournalofFinanceDec198812355642ANoteonthePricingofCommodityLinkedBondsJournalofFinanceSept1987107176REFEREEDINDUSTRYPUBLICATIONS1Sadd. of Electrical and Computer Engineering North Carolina State University xjiang solihin ncsuedu Intel Labs Intel Corporation lizhao ravishankariyer intelcom School of Computing University of Utah Abstract As manycore architectures enable a large numbe Madan In this paper the authors show how the fast Fourier transform may be used to value options when the characteristic function of the return is known analytically 1 INTRODUCTION The Black57521Scholes model and its extensions comprise one of the m camacuk M Madan Babu httpwww mrc lmb camac uk genomesmadanm brPage 2br Homeodomain like winged helix DNA binding domain loop containing nucleotide triphosphate hydrolases Pd Putative DNA binding domain Lambda repressor like DNA binding domain Putativ OF TECHNOLOGY, GORAKHPUR 1 Scheme of Mal a viya National Mission on Teachers and Teaching (PMMMNMTT) GUIDELINES Department of Higher Education Ministry of Human Resource Development Government of India May , 2015 2 INDEX Correspondingauthor.Tel.:+39-041-234-8634;fax:+39-041-234-E-mailaddress:bonatti@unive.it(M.Bonatti).0308-8146/$-seefrontmatter2004ElsevierLtd.Allrightsreserved.doi:10.1016/j.foodchem.2004.01.050 FoodC NAMEDr G TAJUQUALIFICATIONMSc MPhil PhDDESIGNATIONASSISTANT PROFESSOROFFICICAL ADDRESSDEPARTMENT OF BIOCHEMISTRYC ABDUL HAKEEM COLLEGEMELVISHARAM 632 509VELLORE DISTRICTTAMIL NADUINDIARESIDENTIAL ADDR 11GmanHDMadanandMYor2001147TimeChangesforLvyProcesses148MathematicalFinance1179-9612HestonS1993147Aclosed-formsolutionforoptionswithstochasticvolatilitywithapplicationsbondcurrencyoptions148Reviewnanc