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Fang Fang (Selection)

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38Electronic Edition pubzone.org CiteSeerX Google scholar BibTeX bibliographical record in XMLFang Fang, Cornelis W. Oosterlee: A Fourier-Based Valuation Method for Bermudan and Barrier Options under Heston's Model. SIAM J. Financial Math. 2(1): 439-463 (2011)
15Electronic Edition pubzone.org CiteSeerX Google scholar BibTeX bibliographical record in XMLR. 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)
14Electronic Edition pubzone.org CiteSeerX Google scholar BibTeX bibliographical record in XMLFang Fang, Cornelis W. Oosterlee: A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions. SIAM J. Scientific Computing 31(2): 826-848 (2008)
12Electronic Edition pubzone.org CiteSeerX Google scholar BibTeX bibliographical record in XMLR. 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

Selection of 4 from 47 records - Fang Fang has 106 coauthors

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