On an option pricing method based on fourier-cosine series expansions

Research output: Book/Report › Report › Professional

Original language	Undefined/Unknown
Place of Publication	Delft
Publisher	EWI Ch. Numerical Analysis
Number of pages	25
Volume	Reports of the Department of Applied Mathematical Analysis
Publication status	Published - 2008

Name
Publisher	EWI Ch. Numerical Analysis

ISSN 1389-6520

Keywords

@book{22c7abaa89b64e6db5f5bc6375a7f7e2,

title = "On an option pricing method based on fourier-cosine series expansions",

keywords = "Geen BTA classificatie, Geen VSNU-classificatie",

author = "F Fang and CW Oosterlee",

note = "ISSN 1389-6520",

year = "2008",

language = "Undefined/Unknown",

volume = "Reports of the Department of Applied Mathematical Analysis",

publisher = "EWI Ch. Numerical Analysis",

}

TY - BOOK

T1 - On an option pricing method based on fourier-cosine series expansions

AU - Fang, F

AU - Oosterlee, CW

N1 - ISSN 1389-6520

PY - 2008

Y1 - 2008

KW - Geen BTA classificatie

KW - Geen VSNU-classificatie

M3 - Report

VL - Reports of the Department of Applied Mathematical Analysis

BT - On an option pricing method based on fourier-cosine series expansions

PB - EWI Ch. Numerical Analysis

CY - Delft

ER -