A fast method for pricing early-exercise options with the FFT

2007

Presented at the International Conference on Computational Science, Beijing, China

Additional Metadata
Keywords	option pricing, FFT, early-exercise options
THEME	Life Sciences (theme 5), Energy (theme 4)
Publisher	Springer
Series	Lecture Notes in Computer Science
Conference	International Conference on Computational Science
Organisation	Scientific Computing
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Oosterlee, K., Lord, R., Fang, F., & Bervoets, F. (2007). A fast method for pricing early-exercise options with the FFT. In Lecture Notes in Computer Science (pp. 415–422). Springer.

See Also
inProceedings Multigrid preconditioners for Bi-CGSTAB for the sparse-grid solution of high-dimensional anisotropic diffusion equation H. bin Zubair, C.C.W. Leentvaar and C.W. Oosterlee (Kees)
inProceedings Multigrid preconditioners for Bi-CGSTAB for the sparse-grid solution of high-dimensional anisotropic diffusion equation H. bin Zubair, C.C.W. Leentvaar and C.W. Oosterlee (Kees)

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