2015
On the application of spectral filters in a Fourier option pricing technique
Publication
Publication
Journal of Computational Finance , Volume 19 - Issue 1 p. 75- 106
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Other (theme 6) | |
Risk Publications | |
Journal of Computational Finance | |
Organisation | Scientific Computing |
Ruijter, M.J, Versteegh, M, & Oosterlee, C.W. (2015). On the application of spectral filters in a Fourier option pricing technique. Journal of Computational Finance, 19(1), 75–106.
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