Two-dimensional Fourier cosine series expansion method for pricing financial options

2012

SIAM Journal on Scientific Computing , Volume 34 - Issue 5 p. B642- B671

Additional Metadata
THEME	Life Sciences (theme 5), Energy (theme 4)
Publisher	S.I.A.M.
Persistent URL	doi.org/https://dx.doi.org/10.1137/120862053
Journal	SIAM Journal on Scientific Computing
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	Ruijter, M., & Oosterlee, K. (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

Publication