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Fang Fang

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This is information that was supplied by Fang Fang in registering through RePEc. If you are Fang Fang , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Fang
Middle Name:
Last Name: Fang
Suffix:

RePEc Short-ID: pfa141

Email: [This author has chosen not to make the email address public]
Homepage: http://ta.twi.tudelft.nl/mf/users/fang/index.html
Postal Address: Delft University of Technology, Faculty of EEMCS, Numerical Analysis Group, Mekelweg 4, 2628 CD, Delft, The Netherlands, Room: HB 07.290
Phone: +31 15 2787290

Affiliation

Delft Institute of Applied Mathematics (Delft Institute of Applied Mathematics)
Homepage: http://ta.twi.tudelft.nl/main.php?item=0
Location: Delft, The Netherlands

Works

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Working papers

  1. Fang, Fang & Oosterlee, Kees, 2008. "Pricing Early-Exercise and Discrete Barrier Options by Fourier-Cosine Series Expansions," MPRA Paper 9248, University Library of Munich, Germany.
  2. Fang, Fang & Oosterlee, Kees, 2008. "A Novel Pricing Method For European Options Based On Fourier-Cosine Series Expansions," MPRA Paper 7700, University Library of Munich, Germany.
  3. Lord, Roger & Fang, Fang & Bervoets, Frank & Oosterlee, Kees, 2007. "A fast and accurate FFT-based method for pricing early-exercise options under Lévy processes," MPRA Paper 1952, University Library of Munich, Germany.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (1) 2007-03-03. Author is listed
  2. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2007-03-03. Author is listed
  3. NEP-ORE: Operations Research (2) 2008-03-15 2008-07-05. Author is listed

Statistics

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Co-authorship network on CollEc

Corrections

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