Additional Metadata
THEME Life Sciences (theme 5), Energy (theme 4)
Publisher S.I.A.M.
Persistent URL dx.doi.org/https://dx.doi.org/10.1137/120862053
Journal SIAM Journal on Scientific Computing
Citation
Ruijter, M.J, & Oosterlee, C.W. (2012). Two-dimensional Fourier cosine series expansion method for pricing financial options. SIAM Journal on Scientific Computing, 34(5), B642–B671. doi:https://dx.doi.org/10.1137/120862053