Two-dimensional Fourier cosine series expansion method for pricing financial options (Q4903748)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 6128689
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Two-dimensional Fourier cosine series expansion method for pricing financial options |
scientific article; zbMATH DE number 6128689 |
Statements
Two-Dimensional Fourier Cosine Series Expansion Method for Pricing Financial Options (English)
0 references
24 January 2013
0 references
0.8913866281509399
0 references
0.8701180815696716
0 references
0.8585690855979919
0 references
0.8536673188209534
0 references
