Access Statistics for Cornelis W. Oosterlee

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 0 2 5 80 0 3 19 228
A NOVEL PRICING METHOD FOR EUROPEAN OPTIONS BASED ON FOURIER-COSINE SERIES EXPANSIONS 2 2 7 242 2 3 12 528
A fast and accurate FFT-based method for pricing early-exercise options under Lévy processes 0 1 4 138 0 2 8 398
An Equity-Interest Rate Hybrid Model With Stochastic Volatility and the Interest Rate Smile 0 0 0 88 0 0 2 259
On The Heston Model with Stochastic Interest Rates 0 0 4 83 0 1 10 242
On cross-currency models with stochastic volatility and correlated interest rates 0 0 3 65 0 1 8 184
Pricing Early-Exercise and Discrete Barrier Options by Fourier-Cosine Series Expansions 0 0 4 105 0 1 10 281
Total Working Papers 2 5 27 801 2 11 69 2,120


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
On American Options Under the Variance Gamma Process 0 0 0 87 1 1 3 255
Total Journal Articles 0 0 0 87 1 1 3 255


Statistics updated 2019-10-05