Spectral Methods in Derivatives Pricing

Research output: Chapter in Book/Report/Conference proceedingChapter

37 Scopus citations
Original languageEnglish
Title of host publicationFinancial Engineering, Handbooks in Operations Research and Management Sciences
EditorsJohn R. Birge, Vadim Linetsky
Place of PublicationAmsterdam
PublisherElsevier
Pages223-299
StatePublished - 2007

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