Pricing early-exercise and discrete barrier options by Fourier-cosine series expansions

2009

Numerische Mathematik , Volume 114 p. 27- 62

Additional Metadata
THEME	Life Sciences (theme 5), Energy (theme 4)
Publisher	Springer
Journal	Numerische Mathematik
Organisation	Scientific Computing
Citation APA APA Style APA-ALL Style AAA 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	Fang, F.& Oosterlee, K. (2009). Pricing early-exercise and discrete barrier options by Fourier-cosine series expansions. Numerische Mathematik, 114, 27–62.

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