DELFT UNIVERSITY OF TECHNOLOGY REPORTPricing Early-Exercise and Discrete Barrier Options by Fourier-Cosine Series Expansions F. Fang and C.W. Oosterlee - Discrete Fourier series - Document - PDFSEARCH.IO

First Page	Meta Content
	DELFT UNIVERSITY OF TECHNOLOGY REPORTPricing Early-Exercise and Discrete Barrier Options by Fourier-Cosine Series Expansions F. Fang and C.W. Oosterlee Add to Reading List Document Date: 2011-05-11 08:17:01 Open Document File Size: 325,89 KB Share Result on Facebook

DELFT UNIVERSITY OF TECHNOLOGY REPORTPricing Early-Exercise and Discrete Barrier Options by Fourier-Cosine Series Expansions F. Fang and C.W. OosterleeAdd to Reading List