F. Bervoets

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2008

2 R. Lord, Fang Fang, F. Bervoets, Cornelis W. Oosterlee: A Fast and Accurate FFT-Based Method for Pricing Early-Exercise Options under L[e-acute]vy Processes. SIAM J. Scientific Computing 30(4): 1678-1705 (2008)

2007

1 R. Lord, Fang Fang, F. Bervoets, C. W. Oosterlee: A Fast Method for Pricing Early-Exercise Options with the FFT. International Conference on Computational Science (2) 2007: 415-422

	2008
2		R. Lord, Fang Fang, F. Bervoets, Cornelis W. Oosterlee: A Fast and Accurate FFT-Based Method for Pricing Early-Exercise Options under L[e-acute]vy Processes. SIAM J. Scientific Computing 30(4): 1678-1705 (2008)
	2007
1		R. Lord, Fang Fang, F. Bervoets, C. W. Oosterlee: A Fast Method for Pricing Early-Exercise Options with the FFT. International Conference on Computational Science (2) 2007: 415-422

Coauthor Index

Last update Sun May 27 04:04:01 2012 CET by the DBLP Team —

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1	Fang Fang	[1] [2]
2	R. Lord	[1] [2]
3	Cornelis W. Oosterlee (C. W. Oosterlee)	[1] [2]