List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A novel pricing method for European options based on Fourier-cosine series expansions SIAM Journal on Scientific Computing | 2010-05-06 | Paper |
| A novel pricing method for European options based on Fourier-cosine series expansions SIAM Journal on Scientific Computing | 2009-01-01 | Paper |
Research outcomes over time
This page was built for person: C. W. Oosterlee
