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Fang Fang 0002
Person information
- affiliation: Delft University of Technology, Institute of Applied Mathematics, The Netherlands
Other persons with the same name
- Fang Fang — disambiguation page
- Fang Fang 0001 — California State University at San Marcos, Department of ISOM, CA, USA
- Fang Fang 0003 — Peking University, Key Laboratory of Machine Perception (MoE), Beijing, China
- Fang Fang 0004 — Chongqing University of Posts & Telecommunications, School of Communication and Information Engineering, China
- Fang Fang 0005
— Western University, London, ON, Canada (and 2 more)
- Fang Fang 0006
- Fang Fang 0007
- Fang Fang 0008
- Fang Fang 0009 — Chinese Academy of Sciences, Institute of Information Engineering, Beijing, China
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2010 – 2019
- 2011
- [j4]Fang Fang, Cornelis W. Oosterlee
A Fourier-Based Valuation Method for Bermudan and Barrier Options under Heston's Model. SIAM J. Financial Math. 2(1): 439-463 (2011)
2000 – 2009
- 2009
- [j3]Fang Fang, Cornelis W. Oosterlee
Pricing early-exercise and discrete barrier options by fourier-cosine series expansions. Numerische Mathematik 114(1): 27 (2009) - 2008
- [j2]R. Lord, Fang 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. Sci. Comput. 30(4): 1678-1705 (2008) - [j1]Fang Fang, Cornelis W. Oosterlee
A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions. SIAM J. Sci. Comput. 31(2): 826-848 (2008) - 2007
- [c1]R. Lord, Fang Fang, F. Bervoets, Cornelis W. Oosterlee:
A Fast Method for Pricing Early-Exercise Options with the FFT. International Conference on Computational Science (2) 2007: 415-422
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