Fang Fang
Ph.D. Technische Universiteit Delft 2010
Dissertation:
The COS method: An efficient Fourier method for pricing financial derivatives
Advisor 1: Cornelis (Kees) Willebrordus Oosterlee
No students known.
If you have additional information or corrections regarding this mathematician, please use the update form. To submit students of this mathematician, please use the new data form, noting this mathematician's MGP ID of 297192 for the advisor ID.