F Bervoets | TU Delft Repository

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F Bervoets

Conference paper (2)

2 records found

1

A Fast Method for Pricing Early-Exercise Options with the FFT

Conference paper (2007) - R Lord (author) , Fang Fang (author) , F Bervoets (author) , C.W. Oosterlee (author)

Simulation in a modeling course using an advanced surface flow package

Conference paper (2004) - P Wilders (author) , F Bervoets (author) , J ter Horst (author) , F Naifar (author)