Pricing options under stochastic volatility with Fourier-Cosine expansions
Conference Paper
(2010)
Author(s)
Fang Fang (TU Delft - Old - EWI Sect. Numerical Analysis)
CW Oosterlee (TU Delft - Numerical Analysis)
Research Group
Old - EWI Sect. Numerical Analysis
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https://resolver.tudelft.nl/uuid:7e8f8ecd-207c-41fe-a8c0-cdbded5e0498
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Publication Year
2010
Language
English
Research Group
Old - EWI Sect. Numerical Analysis
Pages (from-to)
833-838
ISBN (print)
978-3-642-12109-8
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