default search action
Fang Fang 0002
Person information
- affiliation: Delft University of Technology, Institute of Applied Mathematics, The Netherlands
Other persons with the same name
- Fang Fang — disambiguation page
- Fang Fang 0001 — California State University at San Marcos, Department of ISOM, CA, USA
- Fang Fang 0003 — Peking University, Key Laboratory of Machine Perception (MoE), Beijing, China
- Fang Fang 0004 — Chongqing University of Posts & Telecommunications, School of Communication and Information Engineering, China
- Fang Fang 0005
— Western University, London, ON, Canada (and 2 more)
- Fang Fang 0006
- Fang Fang 0007
- Fang Fang 0008
- Fang Fang 0009 — Chinese Academy of Sciences, Institute of Information Engineering, Beijing, China
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2010 – 2019
- 2011
- [j4]Fang Fang, Cornelis W. Oosterlee
A Fourier-Based Valuation Method for Bermudan and Barrier Options under Heston's Model. SIAM J. Financial Math. 2(1): 439-463 (2011)
2000 – 2009
- 2009
- [j3]Fang Fang, Cornelis W. Oosterlee
Pricing early-exercise and discrete barrier options by fourier-cosine series expansions. Numerische Mathematik 114(1): 27 (2009) - 2008
- [j2]R. Lord, Fang Fang, F. Bervoets, Cornelis W. Oosterlee
A Fast and Accurate FFT-Based Method for Pricing Early-Exercise Options under L[e-acute]vy Processes. SIAM J. Sci. Comput. 30(4): 1678-1705 (2008) - [j1]Fang Fang, Cornelis W. Oosterlee
A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions. SIAM J. Sci. Comput. 31(2): 826-848 (2008) - 2007
- [c1]R. Lord, Fang Fang, F. Bervoets, Cornelis W. Oosterlee:
A Fast Method for Pricing Early-Exercise Options with the FFT. International Conference on Computational Science (2) 2007: 415-422
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from ,
, and
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and
to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from .
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-12-22 19:04 CET by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by: