RESEARCH PAPERS - An efficient pricing algorithm for swing options based on Fourier cosine expansions
| Year of publication: |
2013
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|---|---|
| Authors: | Zhang, B ; Oosterlee, C W |
| Published in: |
The journal of computational finance. - London : Incisive Media, ISSN 1460-1559, ZDB-ID 1433009x. - Vol. 16.2013, 4, p. 3-34
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