Analytic Vanilla pricers for Bates Model [Java]

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Analytic Vanilla pricers for Bates Model
Submitter: hailaga	Date: 2009/3/2

Description: Valuation of vanilla options for the Bates Model using integration of characteristic function. This code is based on quantlibs version, and was tested giving the same results Got a question or problem with this link? Just enter your message and click on submit. No registration is required. Note: A copy of this message will also be emailed to the submitter of this link
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