Additional Metadata
THEME Life Sciences (theme 5), Energy (theme 4)
Publisher Springer
Editor M. Cummins , F. Murphy , J.J.H. Miller (John)
Series Springer Proceedings in Mathematics & Statistics
Conference Topics in Numerical Methods for Finance
Citation
Ruijter, M.J, & Oosterlee, C.W. (2012). The COS method for pricing options under uncertain volatility. In M Cummins, F Murphy, & J.J.H Miller (Eds.), Springer Proceedings in Mathematics & Statistics (pp. 95–113). Springer.