Roberts, J. E., & Ouwehand, P. (2018). Fourier pricing of two-asset options: A comparison of methods. Division of Actuarial Science.
Successfully copied to clipboard
Copying to clipboard failed
Chicago Style (17th ed.) Citation
Roberts, Jessica Ellen, and Peter Ouwehand. Fourier Pricing of Two-asset Options: A Comparison of Methods. Division of Actuarial Science, 2018.
Successfully copied to clipboard
Copying to clipboard failed
MLA (9th ed.) Citation
Roberts, Jessica Ellen, and Peter Ouwehand. Fourier Pricing of Two-asset Options: A Comparison of Methods. Division of Actuarial Science, 2018.
Successfully copied to clipboard
Copying to clipboard failed
Warning: These citations may not always be 100% accurate.