[RDF data]
Home | Example Publications
PropertyValue
dcterms:bibliographicCitation <http://dblp.uni-trier.de/rec/bibtex/conf/iccS/LordFBO07>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/Cornelis_W._Oosterlee>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/F._Bervoets>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/Fang_Fang_0002>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/R._Lord>
foaf:homepage <http://dx.doi.org/doi.org%2F10.1007%2F978-3-540-72586-2%5F60>
foaf:homepage <https://doi.org/10.1007/978-3-540-72586-2_60>
dc:identifier DBLP conf/iccS/LordFBO07 (xsd:string)
dc:identifier DOI doi.org%2F10.1007%2F978-3-540-72586-2%5F60 (xsd:string)
dcterms:issued 2007 (xsd:gYear)
rdfs:label A Fast Method for Pricing Early-Exercise Options with the FFT. (xsd:string)
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/Cornelis_W._Oosterlee>
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/F._Bervoets>
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/Fang_Fang_0002>
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/R._Lord>
swrc:pages 415-422 (xsd:string)
dcterms:partOf <https://dblp.l3s.de/d2r/resource/publications/conf/iccS/2007-2>
owl:sameAs <http://bibsonomy.org/uri/bibtexkey/conf/iccS/LordFBO07/dblp>
owl:sameAs <http://dblp.rkbexplorer.com/id/conf/iccS/LordFBO07>
rdfs:seeAlso <http://dblp.uni-trier.de/db/conf/iccS/iccS2007-2.html#LordFBO07>
rdfs:seeAlso <https://doi.org/10.1007/978-3-540-72586-2_60>
swrc:series <https://dblp.l3s.de/d2r/resource/conferences/iccS>
dc:subject Option pricing; Lévy Process; Convolution; FFT; Transform (xsd:string)
dc:title A Fast Method for Pricing Early-Exercise Options with the FFT. (xsd:string)
dc:type <http://purl.org/dc/dcmitype/Text>
rdf:type swrc:InProceedings
rdf:type foaf:Document