2008 | ||
---|---|---|
3 | EE | R. Lord, F. 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. Scientific Computing 30(4): 1678-1705 (2008) |
2007 | ||
2 | EE | R. Lord, F. Fang, F. Bervoets, C. W. Oosterlee: A Fast Method for Pricing Early-Exercise Options with the FFT. International Conference on Computational Science (2) 2007: 415-422 |
1999 | ||
1 | EE | Carmel McNaught, J. Kenny, P. Kennedy, R. Lord: Developing and Evaluating a University-wide Online DistributedLearning System: The Experience at RMIT University. Educational Technology & Society 2(4): (1999) |
1 | F. Bervoets | [2] [3] |
2 | F. Fang | [2] [3] |
3 | P. Kennedy | [1] |
4 | J. Kenny | [1] |
5 | Carmel McNaught | [1] |
6 | Cornelis W. Oosterlee (C. W. Oosterlee) | [2] [3] |