Access Statistics for Fang Fang

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NOVEL PRICING METHOD FOR EUROPEAN OPTIONS BASED ON FOURIER-COSINE SERIES EXPANSIONS 1 13 23 23 5 30 50 50
A NOVEL PRICING METHOD FOR EUROPEAN OPTIONS BASED ON FOURIER-COSINE SERIES EXPANSIONS 13 13 13 13 21 21 21 21
A fast and accurate FFT-based method for pricing early-exercise options under Lévy processes 6 14 37 73 11 26 102 174
Pricing Early-Exercise and Discrete Barrier Options by Fourier-Cosine Series Expansions 3 3 3 3 10 10 10 10
Total Working Papers 23 43 76 112 47 87 183 255


Statistics updated 2008-08-03