Fourier Cosine Expansions and Put–Call Relations for Bermudan Options (Q2917437): Difference between revisions

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+Bowen Zhang
@@ Property / author: Bowen Zhang / rank @@
+Normal rank
@@ Property / author @@
+Cornelis W. Oosterlee
@@ Property / author: Cornelis W. Oosterlee / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1007/978-3-642-25746-9_10
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+W135138975
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@@ Property / cites work @@
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