F. Bervoets

Publication Activity (10 Years)

Years Active: 2007-2008
Publications (10 Years): 0

Publications

R. Lord, Fang Fang, F. Bervoets, Cornelis W. Oosterlee
A Fast and Accurate FFT-Based Method for Pricing Early-Exercise Options under L[e-acute]vy Processes. SIAM J. Sci. Comput. 30 (4) (2008)
R. Lord, Fang Fang, F. Bervoets, C. W. Oosterlee
A Fast Method for Pricing Early-Exercise Options with the FFT. International Conference on Computational Science (2) (2007)