A novel pricing method for European options based on Fourier-cosine series expansions (Q99433)
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scientific article; zbMATH DE number 5704334
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| English | A novel pricing method for European options based on Fourier-cosine series expansions |
scientific article; zbMATH DE number 5704334 |
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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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0.9268786907196044
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0.9048829078674316
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0.8982505798339844
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0.8913866281509399
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0.8785732388496399
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