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 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	Fang, F., & Oosterlee, K. (2009). Pricing early-exercise and discrete barrier options by Fourier-cosine series expansions. Numerische Mathematik, 114, 27–62.

Publication