Two-dimensional Fourier cosine series expansion method for pricing financial options (Q4903748)
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scientific article; zbMATH DE number 6128689
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| 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)
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24 January 2013
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0.8913866281509399
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0.8701180815696716
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0.8585690855979919
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0.8536673188209534
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