2010-12-08
The COS method: An efficient Fourier method for pricing financial derivatives
Publication
Publication
Additional Metadata | |
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C.W. Oosterlee (Kees) | |
Technische Universiteit Delft | |
Organisation | Scientific Computing |
Fang, F. (2010, December 8). The COS method: An efficient Fourier method for pricing financial derivatives. |