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Singular Fourier-Padé Series Expansion of European Option Prices
33/33 checkable references clean · checked 2026-08-21
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The 33 checked references that resolve
resolves10.1137/050637613
Accurate Evaluation of European and American Options Under the CGMY Process
resolves10.2139/ssrn.2852033
An Orthogonal Series Expansions Method to Hedge and Price European-Type Options
resolves10.1007/978-3-0348-5452-8_13
Generalisations of Padé Approximation for Chebyshev and Fourier Series
resolves10.1023/A:1025617731306
On a High Order Numerical Method for Solving Partial Differential Equations in Complex Geometries
resolves10.1137/080718061
A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions
resolves10.1007/s00211-009-0252-4
Pricing early-exercise and discrete barrier options by fourier-cosine series expansions
resolves10.1137/100794158
A Fourier-Based Valuation Method for Bermudan and Barrier Options under Heston's Model
resolves10.2139/ssrn.282110
A Simple Option Formula for General Jump-Diffusion and Other Exponential Levy Processes
resolves10.1137/070683878
A Fast and Accurate FFT-Based Method for Pricing Early-Exercise Options under Lévy Processes
resolves10.1111/j.1467-9965.1991.tb00018.x
Option Pricing With V. G. Martingale Components<sup>1</sup>
resolves10.1137/130907288
Robust Pricing of European Options with Wavelets and the Characteristic Function
resolves10.1137/15m1014164
A Highly Efficient Shannon Wavelet Inverse Fourier Technique for Pricing European Options
resolves10.1142/s0219024912500318
FAST COMPUTATION OF VANILLA PRICES IN TIME-CHANGED MODELS AND IMPLIED VOLATILITIES USING RATIONAL APPROXIMATIONS
resolves10.2139/ssrn.2266323
On the Application of Spectral Filters in a Fourier Option Pricing Technique
resolves10.1093/imanum/8.3.281
Continuous and Discrete Nonlinear Approximations Based on Fourier Series
resolves10.21314/jcf.2007.169
Robust numerical valuation of European and American options under the CGMY process
resolves10.1137/110853339
Efficient Pricing of European-Style Asian Options under Exponential Lévy Processes Based on Fourier Cosine Expansions
The 3 references without a DOI — listed, not checked
no DOI — not checkedref11
no DOI — not checkedref20
no DOI — not checkedL�vy Processes in Finance: Pricing Financial Derivatives
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