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Efficient rainbow options pricing methods based on two-dimensional fourier series expansions Conference paper
Deng Ding, Qingjiang Meng, Jiayu Zheng. Efficient rainbow options pricing methods based on two-dimensional fourier series expansions[C]. Kunming Univ Sci & Technol; Yunnan Soc Theoret & Appl Mech, SWITZERLAND:TRANS TECH PUBLICATIONS LTD, LAUBLSRUTISTR 24, CH-8717 STAFA-ZURICH, SWITZERLAND, 2013, 692-697.
Authors:  Deng Ding;  Qingjiang Meng;  Jiayu Zheng
Favorite | TC[WOS]:0 TC[Scopus]:0 | Submit date：2019/02/13
Call-on-maximum Option  Gbm Model  Jump-diffusion Model  Put-on-minimum  Two-dimensional Modified Fourier Expansions  
An efficient pricing method for rainbow options based on two-dimensional modified sine-sine series expansions Journal article
Qing-Jiang Meng, Deng Ding. An efficient pricing method for rainbow options based on two-dimensional modified sine-sine series expansions[J]. INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 2013, 90(5), 1096-1113.
Authors:  Qing-Jiang Meng;  Deng Ding
Favorite | TC[WOS]:10 TC[Scopus]:11  IF:1.7/1.5 | Submit date：2019/05/22
Two-dimensional Fourier Expansions  Modified Sine-sine Expansions  Rainbow Options  Correlation Options  Gbm Model  Sv Model