Efficient pricing of early-exercise and exotic options based on fourier cosine expansions
Doctoral Thesis
(2012)
Author(s)
B Zhang (TU Delft - Numerical Analysis)
Contributor(s)
C. W. Oosterlee – Promotor
Research Group
Numerical Analysis
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https://resolver.tudelft.nl/uuid:ee22114a-dbe0-40b0-b6c9-19981d3c469d
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Publication Year
2012
Language
English
Research Group
Numerical Analysis
ISBN (print)
978-94-6203-073-2
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