A Fast Method for Pricing Early-Exercise Options with the FFT. - R. Lord; Fang Fang 002; F. Bervoets; Cornelis W. Oosterlee (International Conference on Computational Science (2), 2007)

A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions. - Fang Fang 002; Cornelis W. Oosterlee (SIAM J. Sci. Comput., 2008)

A Fast and Accurate FFT-Based Method for Pricing Early-Exercise Options under L[e-acute]vy Processes. - R. Lord; Fang Fang 002; F. Bervoets; Cornelis W. Oosterlee (SIAM J. Sci. Comput., 2008)

Pricing early-exercise and discrete barrier options by fourier-cosine series expansions. - Fang Fang 002; Cornelis W. Oosterlee (Numerische Mathematik, 2009)

A Fourier-Based Valuation Method for Bermudan and Barrier Options under Heston's Model. - Fang Fang 002; Cornelis W. Oosterlee (SIAM J. Financial Math., 2011)