F. Bervoets

According to our database, F. Bervoets authored at least 2 papers between 2007 and 2008.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2008

A Fast and Accurate FFT-Based Method for Pricing Early-Exercise Options under L[e-acute]vy Processes.

R. Lord, Fang Fang, F. Bervoets, Cornelis W. Oosterlee

SIAM J. Sci. Comput., 2008

2007

A Fast Method for Pricing Early-Exercise Options with the FFT.

R. Lord, Fang Fang, F. Bervoets, Cornelis W. Oosterlee

Proceedings of the Computational Science - ICCS 2007, 7th International Conference, Beijing, China, May 27, 2007