F. Fang

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A novel pricing method for European options based on Fourier-cosine series expansions
SIAM Journal on Scientific Computing
2010-05-06Paper
A novel pricing method for European options based on Fourier-cosine series expansions
SIAM Journal on Scientific Computing
2009-01-01Paper


Research outcomes over time


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