"A Highly Efficient Shannon Wavelet Inverse Fourier Technique for Pricing ..."

Luis Ortiz-Gracia, Cornelis W. Oosterlee (2016)

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DOI: 10.1137/15M1014164

access: closed

type: Journal Article

metadata version: 2020-07-30

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Luis Ortiz-Gracia, Cornelis W. Oosterlee:
A Highly Efficient Shannon Wavelet Inverse Fourier Technique for Pricing European Options. SIAM J. Sci. Comput. 38(1) (2016)

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