【作者(必填)】F.Fang, and C.W.Oosterlee

【文题(必填)】A novel pricing method for European options based on Fourier-cosine series expansions

【年份(必填)】2008

【全文链接或数据库名称(选填)】SIAM Journal on Scientific Computing,31(2), 826–848.

Read More:

http://epubs.siam.org/doi/abs/10.1137/080718061