Multi-Asset option pricing using a parallel Fourier-Based Technique
Journal Article
(2007)
Author(s)
CCW Leentvaar (TU Delft - Numerical Analysis)
C. W. Oosterlee (TU Delft - Numerical Analysis)
Research Group
Numerical Analysis
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https://resolver.tudelft.nl/uuid:655065a9-2d99-41df-a789-a11f2fe56f56
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Publication Year
2007
Research Group
Numerical Analysis
Issue number
13
Volume number
07
Pages (from-to)
1-26
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