A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions (Q99433)
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scientific article
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| English | A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions |
scientific article |
Statements
31
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2
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826-848
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January 2009
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6 May 2010
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A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions (English)
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option pricing
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European options
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Fourier-cosine expansion
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