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 5 240 0 2 9 525
A NOVEL PRICING METHOD FOR EUROPEAN OPTIONS BASED ON FOURIER-COSINE SERIES EXPANSIONS 0 0 3 78 1 5 17 225
A fast and accurate FFT-based method for pricing early-exercise options under Lévy processes 1 2 4 137 2 4 7 396
An Equity-Interest Rate Hybrid Model With Stochastic Volatility and the Interest Rate Smile 0 0 1 88 0 0 4 259
On The Heston Model with Stochastic Interest Rates 0 2 4 83 0 3 10 241
On cross-currency models with stochastic volatility and correlated interest rates 0 1 3 65 0 5 9 183
Pricing Early-Exercise and Discrete Barrier Options by Fourier-Cosine Series Expansions 0 4 4 105 0 6 9 280
Total Working Papers 1 11 24 796 3 25 65 2,109


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 0 0 4 254
Total Journal Articles 0 0 0 87 0 0 4 254


Statistics updated 2019-07-03