The COS method for pricing options under uncertain volatility

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
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). The COS method for pricing options under uncertain volatility. In M. Cummins, F. Murphy, & J. Miller (Eds.), Springer Proceedings in Mathematics & Statistics (pp. 95–113). Springer.

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