Back to Results
First PageMeta Content
Fourier analysis / Trigonometric functions / Digital signal processing / Integral transforms / Mathematical analysis / Mathematics / Trigonometry


Details of the swing option Fourier Cosine pricing algorithm for swing option Numerical Results conclusions Pricing algorithm for swing options based on
Add to Reading List

Document Date: 2010-06-18 08:48:42

Open Document

File Size: 326,88 KB

Share Result on Facebook

City

Toronto / Amsterdam / Delft / /

Country

Netherlands / /

Currency

pence / /

Facility

Delft University of Technology / /

IndustryTerm

electricity / analytic solution / /

Organization

World Congress / Delft University of Technology / Center for Mathematics and Computer Science / /

Person

Bowen Zhang / /

Technology

COS algorithm / Fourier Cosine algorithm / swing option Numerical Results conclusions Algorithm / Cornelis W. Oosterlee Pricing algorithm / Pricing algorithm / swing option Numerical Results conclusions Pricing algorithm / /

SocialTag