Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes (Q298749): Difference between revisions
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Revision as of 00:56, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes |
scientific article |
Statements
Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes (English)
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21 June 2016
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pricing
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fast Fourier transform
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Asian option
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Newton-Cotes integration formula
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