FilonLevyOptionPricer

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FilonLevyOptionPricer| New 

Implementation of algorithm from paper 'Numerical Approximation of Option Premia in Displaced-Lognormal Heston Models' by A Dickinson. For code: click link under 'Develop' & checkout via svn or click link under Browse Code->SVN & download tarball

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Author : mohamad erlan efarda

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