S.I.A.M.
doi.org/10.1137/130907288
SIAM Journal on Scientific Computing
Scientific Computing

Ortiz Gracia, L, & Oosterlee, C.W. (2013). Robust pricing of European options with wavelets and the characteristic function. SIAM Journal on Scientific Computing, 35(5), B1055–B1084. doi:10.1137/130907288