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An Accumulator Pricing Method Based on Fourier-Cosine Series Expansions Journal article
INTERNATIONAL JOURNAL OF FINANCIAL ENGINEERING, 2015,Volume: 2,Issue: 2
Authors:  Deng DING;  Wang, WF
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date：2019/07/22
Accumulator  Fourier Cosine Expansions  Monte Carlo Simulation  Discrete Barrier Option  OptiOn On Forward  
An efficient pricing method for rainbow options based on two-dimensional modified sine-sine series expansions Journal article
International Journal of Computer Mathematics, 2013,Volume: 90,Issue: 5,Page: 1096-1113
Authors:  Qing-Jiang Meng;  Deng Ding
Favorite |  | TC[WOS]:7 TC[Scopus]:8 | Submit date：2019/05/22
Correlation Options  Gbm Model  Modified Sine-sine Expansions  Rainbow Options  Sv Model  Two-dimensional Fourier Expansions  
An efficient algorithm for Bermudan barrier option pricing Journal article
Applied Mathematics-A Journal of Chinese Universities, 2012,Volume: 27,Issue: 1,Page: 49-58
Authors:  DING Deng;  HUANG Ning-ying;  ZHAO Jing-ya
Favorite |  | TC[WOS]:2 TC[Scopus]:1 | Submit date：2019/05/22
American Barrier Option  Bermudan Option  Fourier Transform  Fourier-cosine Expansion  
Efficient Option Pricing Methods Based on Fourier Series Expansions Journal article
Journal of Mathematical Research & Exposition, 2011,Volume: 31,Issue: 1,Page: 12-22
Authors:  Deng DING;  Sio Chong U
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date：2019/07/09
Option Pricing  L´evy Process  Fourier Transform  Fourier Expansions