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

R. Lord et al. (2007)

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DOI: 10.1007/978-3-540-72586-2_60

access: open

type: Conference or Workshop Paper

metadata version: 2023-05-31

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  dblp key:
  - conf/iccS/LordFBO07
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  - https://dblp.org/rec/conf/iccS/LordFBO07
R. Lord, Fang Fang, F. Bervoets, Cornelis W. Oosterlee:
A Fast Method for Pricing Early-Exercise Options with the FFT. International Conference on Computational Science (2) 2007: 415-422

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