Mark Versteegh

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Active since

2013

Affiliations

Mark Versteegh is an author at Delft University of Technology specializing in fourier series methods, option pricing algorithms, and financial economics.

Publications per year

2013–2015

Publications

On the application of spectral filters in a Fourier option pricing technique

M. J. Ruijter, Mark Versteegh, Cornelis W. Oosterlee · The Journal of Computational Finance · 2015 · 45 citations

Business, Finance, Asset Pricing +16

On the Application of Spectral Filters in a Fourier Option Pricing Technique

Marjon Ruijter, Mark Versteegh, Cornelis W. Oosterlee · SSRN Electronic Journal · 2013 · 22 citations · Full text

Business, Finance, Asset Pricing +16

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