Original language | English |
---|---|
Title of host publication | Topics in Numerical Methods for Finance |
Editors | M Cummins, JJH Miller, F Murphy |
Place of Publication | New York, USA |
Publisher | Springer |
Pages | 95-113 |
Number of pages | 204 |
ISBN (Print) | 978-1-4614-3432-0 |
DOIs | |
Publication status | Published - 2012 |
The COS method for pricing options under uncertain volatility
MJ Ruijter, CW Oosterlee
Research output: Chapter in Book/Conference proceedings/Edited volume › Chapter › Scientific
3
Citations
(Scopus)