A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions

469 indexed citations
published 2008
Authors
F. FangCornelis W. Oosterlee
Journal
SIAM Journal on Scientific Computing

In The Last Decade

doi.org/10.1137/080718061 →

Countries where authors are citing A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions

Specialization
Citations

This map shows the geographic impact of A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions more than expected).

Fields of papers citing A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions

Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions.

About A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions

This paper, published in 2008, received 469 indexed citations . Written by F. Fang and Cornelis W. Oosterlee covering the research area of Finance and Mathematical Physics. It is primarily cited by scholars working on Finance (444 citations), Demography (119 citations) and Economics and Econometrics (81 citations). Published in SIAM Journal on Scientific Computing.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

This paper is also available at doi.org/10.1137/080718061.

Explore hit-papers with similar magnitude of impact

Breakdown of academic impact, for the paper Desmoplasia in Primary Tumors and Metastatic Lesions of Pancreatic CancerBreakdown of academic impact, for the paper PSEUDO-RESPONSE REGULATORS 9, 7, and 5 Are Transcriptional Repressors in the Arabidopsis Circadian Clock Breakdown of academic impact, for the paper Principles, Methods and Application of Particle Size AnalysisBreakdown of academic impact, for the paper Handbook of qualitative researchBreakdown of academic impact, for the paper Reducing Disaster Risk: a challenge for developmentBreakdown of academic impact, for the paper Market opportunities genetic endowments and intrafamily resource distribution: child survival in rural IndiaBreakdown of academic impact, for the paper Adverse neurodevelopmental outcome of moderate neonatal hypoglycaemia.Breakdown of academic impact, for the paper Programming Massively Parallel Processors. A Hands-on ApproachBreakdown of academic impact, for the paper The kinase LYK5 is a major chitin receptor in Arabidopsis and forms a chitin-induced complex with related kinase CERK1Breakdown of academic impact, for the paper Testing prospective effects in longitudinal research: Comparing seven competing cross-lagged models.
Rankless by CCL
2026