Pricing options under stochastic volatility with Fourier cosine expansions

Additional Metadata
THEME	Life Sciences (theme 5), Energy (theme 4)
Publisher	Springer Berlin
Editor	E. Wilson , not CWI et al
Conference	European Consortium on Mathematics and Industry
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. (2010). Pricing options under stochastic volatility with Fourier cosine expansions. In E. Wilson & . not . CWI et al (Eds.), Progress in Industrial Mathematics at ECMI 2008 (pp. 833–838). Springer Berlin.

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