An efficient pricing algorithm for swing options based on Fourier cosine expansions / B. Zhang, C.W. Oosterlee
| rdfs:label | "An efficient pricing algorithm for swing options based on Fourier cosine expansions / B. Zhang, C.W. Oosterlee" |
| schema:name | "An efficient pricing algorithm for swing options based on Fourier cosine expansions" |
| schema:author | Zhang, Bowen (1983-) |
| Delft Institute of Applied Mathematics | |
| schema:contributor | Oosterlee, Cornelis Willebrordus (1967-) |
|
schema:same |
<http:/ |
|
schema:main |
<https:/ |
|
http:/ |
"2010" |
| schema:about | risicoanalyse |
| waarschijnlijkheidsrekening | |
|
schema:in |
"en" |
|
schema:is |
Reports of the Department of Applied Mathematical Analysis |
|
schema:number |
25 |
| schema:publication |
<https:/ |