Multi-Asset option pricing using a parallel Fourier-Based Technique

CCW Leentvaar, CW Oosterlee

Research output: Contribution to journalArticleProfessional

Original languageUndefined/Unknown
Pages (from-to)1-26
Number of pages26
JournalReports of the Department of Applied Mathematical Analysis
Issue number13
Publication statusPublished - 2007


  • Wiskunde en Informatica
  • Techniek
  • technische Wiskunde en Informatica
  • Vakpubl., Overig wet. > 3 pag

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