A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions

标题
A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions
作者
关键词
-
出版物
SIAM JOURNAL ON SCIENTIFIC COMPUTING
Volume 31, Issue 2, Pages 826-848
出版商
Society for Industrial & Applied Mathematics (SIAM)
发表日期
2008-11-15
DOI
10.1137/080718061

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