Original language | English |
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Place of Publication | Delft |

Publisher | EWI Dept. Applied Mathematics |

Number of pages | 25 |

Volume | Reports of the Department of Applied Mathematics |

Publication status | Published - 2010 |

### Publication series

Name | |
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Publisher | EWI Dept. Applied Mathematics |

### Keywords

- departmental working papers
- Geen BTA classificatie

## Cite this

Zhang, B., & Oosterlee, CW. (2010).

*An efficient pricing algorithm for swing options based on Fourier cosine expansions*. EWI Dept. Applied Mathematics.