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
Citation
Fang, F, & Oosterlee, C.W. (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.