On the application of spectral filters in a Fourier option pricing technique

2015

Journal of Computational Finance , Volume 19 - Issue 1 p. 75- 106

Additional Metadata
THEME	Other (theme 6)
Publisher	Risk Publications
Journal	Journal of Computational Finance
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.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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