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Publications by M Versteegh
On the Application of Spectral Filters in a Fourier Option Pricing Technique
Journal of Computational Finance
Applied Mathematics
Computer Science Applications
Finance
Related publications
Fourier Transform Methods for Option Pricing
Optimal Fourier Inversion in Semi-Analytical Option Pricing
Journal of Computational Finance
Applied Mathematics
Computer Science Applications
Finance
Acceleration of Option Pricing Technique on Graphics Processing Units
Concurrency Computation Practice and Experience
Computer Networks
Communications
Computer Science Applications
Computational Theory
Mathematics
Theoretical Computer Science
Software
Application of the Fast Gauss Transform to Option Pricing
Management Science
Management Science
Management
Operations Research
Strategy
Option Pricing
A Highly Efficient Shannon Wavelet Inverse Fourier Technique for Pricing European Options
SIAM Journal of Scientific Computing
Computational Mathematics
Applied Mathematics
The Impact of Overnight Periods on Option Pricing
Journal of Financial and Quantitative Analysis
Accounting
Economics
Econometrics
Finance
Fractional Order Stochastic Differential Equation With Application in European Option Pricing
Discrete Dynamics in Nature and Society
Modeling
Simulation
A Reduced Basis for Option Pricing
SIAM Journal on Financial Mathematics
Applied Mathematics
Numerical Analysis
Finance
