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F. Bervoets

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2000 – 2009

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2008
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  - journals/siamsc/LordFBO08
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  - https://dblp.org/rec/journals/siamsc/LordFBO08
R. Lord, Fang Fang, F. Bervoets, Cornelis W. Oosterlee:
A Fast and Accurate FFT-Based Method for Pricing Early-Exercise Options under L[e-acute]vy Processes. SIAM J. Sci. Comput. 30(4): 1678-1705 (2008)
2007
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R. Lord, Fang Fang, F. Bervoets, Cornelis W. Oosterlee:
A Fast Method for Pricing Early-Exercise Options with the FFT. International Conference on Computational Science (2) 2007: 415-422

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