A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions (Q99433): Difference between revisions

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@@ Property / publication date @@
+May 2010Timestamp +2010-05-06T00:00:00Z
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++2010-05-06T00:00:00Z
-Timezone
++00:00
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+Gregorian
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+day
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@@ Property / publication date: 6 May 2010 / rank @@
+Normal rank
@@ Property / author @@
+Fang Fang
@@ Property / author: Fang Fang / rank @@
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@@ Property / author @@
+Cornelis W. Oosterlee
@@ Property / author: Cornelis W. Oosterlee / rank @@
+Normal rank
@@ Property / title @@
+A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions (English)
+Normal rank
@@ Property / zbMATH Open document ID @@
+.91214
@@ Property / zbMATH Open document ID: 1186.91214 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G60
@@ Property / Mathematics Subject Classification ID: 91G60 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+T40
@@ Property / Mathematics Subject Classification ID: 65T40 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+A10
@@ Property / Mathematics Subject Classification ID: 42A10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E10
@@ Property / Mathematics Subject Classification ID: 60E10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+5704334
@@ Property / zbMATH DE Number: 5704334 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+option pricing
@@ Property / zbMATH Keywords: option pricing / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+European options
@@ Property / zbMATH Keywords: European options / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Fourier-cosine expansion
@@ Property / zbMATH Keywords: Fourier-cosine expansion / rank @@
+Normal rank