Two-Dimensional Fourier Cosine Series Expansion Method for Pricing Financial Options. - Marjon J. Ruijter; Cornelis W. Oosterlee (SIAM J. Sci. Comput., 2012)

On the Fourier cosine series expansion method for stochastic control problems. - Marjon J. Ruijter; Cornelis W. Oosterlee; Rob F. T. Aalbers (Numer. Linear Algebra Appl., 2013)

A Fourier Cosine Method for an Efficient Computation of Solutions to BSDEs. - Marjon J. Ruijter; Cornelis W. Oosterlee (SIAM J. Sci. Comput., 2015)