Institution: Rabobank International, Delft University of Technology and Center for Mathematics and Computer Science (CWI), Amsterdam
Number of items: 1.
Lord, Roger; Fang, Fang; Bervoets, Frank and Oosterlee, Kees (2007): A fast and accurate FFT-based method for pricing early-exercise options under Lévy processes. Unpublished.
This list was generated on Sat May 26 00:50:56 2012 CEST.
