A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions (Q99433): Difference between revisions
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| Property / author: Cornelis W. Oosterlee / rank | |||
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Latest revision as of 01:55, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions |
scientific article |
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31
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2
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826-848
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January 2009
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6 May 2010
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A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions (English)
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option pricing
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European options
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Fourier-cosine expansion
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