M. J. Ruijter

Available identifiers

zbMath Open ruijter.maria-jMaRDI QIDQ256110

List of research outcomes

Publication	Date of Publication	Type
BENCHOP -- the benchmarking project in option pricing	2016-04-29	Paper
Numerical Fourier method and second-order Taylor scheme for backward SDEs in finance	2016-03-09	Paper
Efficient numerical Fourier methods for coupled forward-backward SDEs	2015-12-21	Paper
A Fourier cosine method for an efficient computation of solutions to BSDEs	2015-06-09	Paper
On the Fourier cosine series expansion method for stochastic control problems.	2014-11-25	Paper
The COS method for pricing options under uncertain volatility	2014-09-29	Paper
Two-dimensional Fourier cosine series expansion method for pricing financial options	2013-01-24	Paper

Research outcomes over time

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