EconPapers    
Economics at your fingertips  

EconPapers Home
About EconPapers

Working Papers
Journal Articles
Books and Chapters
Software Components

Authors

JEL codes
New Economics Papers

Advanced Search


EconPapers FAQ
Archive maintainers FAQ
Cookies at EconPapers

The RePEc blog
The RePEc plagiarism page

 

Details about Fang Fang

E-mail:
Homepage:http://fsquaredquant.nl
Phone:+31(0)633807226

Access statistics for papers by Fang Fang.

Last updated 2020-06-07. Update your information in the RePEc Author Service.

Short-id: pfa141

Working Papers

2008

  1. A NOVEL PRICING METHOD FOR EUROPEAN OPTIONS BASED ON FOURIER-COSINE SERIES EXPANSIONS
    MPRA Paper, University Library of Munich, Germany Downloads View citations (166)
    Also in MPRA Paper, University Library of Munich, Germany (2008) Downloads View citations (166)
  2. Pricing Early-Exercise and Discrete Barrier Options by Fourier-Cosine Series Expansions
    MPRA Paper, University Library of Munich, Germany Downloads View citations (20)

2007

  1. A fast and accurate FFT-based method for pricing early-exercise options under Lévy processes
    MPRA Paper, University Library of Munich, Germany Downloads View citations (50)
The links between different versions of a paper are constructed automatically by matching on the titles.

Please contact if a link is incorrect.

Use this form to add links between versions where the titles do not match.

RePEc
This site is part of RePEc and all the data displayed here is part of the RePEc data set.

Is your work missing from RePEc? Here is how to contribute.

Questions or problems? Check the EconPapers FAQ or send mail to .

Örebro UniversityEconPapers is hosted by the School of Business at Örebro University.

 
Page updated 2025-03-22