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!
| Publication | Date of Publication | Type |
|---|---|---|
| A novel pricing method for European options based on Fourier-cosine series expansions SIAM Journal on Scientific Computing | 2010-05-06 | Paper |
| A novel pricing method for European options based on Fourier-cosine series expansions SIAM Journal on Scientific Computing | 2009-01-01 | Paper |
Research outcomes over time
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