Author:
Almendral Ariel,Oosterlee Cornelis
Publisher
Infopro Digital Services Limited
Subject
Applied Mathematics,Computer Science Applications,Finance
Cited by
19 articles.
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1. Efficient computation of european option prices and their sensitivities with the complex fourier series method;The North American Journal of Economics and Finance;2019-11
2. Beyond Black and Scholes;Tools for Computational Finance;2017
3. Pricing of Exotic Options;Tools for Computational Finance;2017
4. Finite-Element Methods;Tools for Computational Finance;2017
5. Standard Methods for Standard Options;Tools for Computational Finance;2017