Citations: Singular Fourier–Padé series expansion of European option prices

197

Views

CrossRef citations to date

Altmetric

Citations (2)

Keep up to date with the latest research on this topic with citation updates for this article.

Read on this site (2)

Tat Lung (Ron) Chan & Nicholas Hale. (2020) Pricing European-type, early-exercise and discrete barrier options using an algorithm for the convolution of Legendre series. Quantitative Finance 20:8, pages 1307-1324.
Read now

Tat Lung (Ron) Chan. (2020) An SFP–FCC method for pricing and hedging early-exercise options under Lévy processes. Quantitative Finance 20:8, pages 1325-1343.
Read now

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Singular Fourier–Padé series expansion of European option prices

Information for

Open access

Opportunities

Help and information

Your download is now in progress and you may close this window

Login or register to access this feature

Singular Fourier–Padé series expansion of European option prices

Citations (2)

Read on this site (2)

Reprints and Corporate Permissions

Academic Permissions

Related research

To cite this article:

Download citation

Information for

Open access

Opportunities

Help and information

Keep up to date