BOUNDS ON PRICES FOR ASIAN OPTIONS VIA FOURIER METHODS (Q5369446)
From MaRDI portal
scientific article; zbMATH DE number 6792311
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BOUNDS ON PRICES FOR ASIAN OPTIONS VIA FOURIER METHODS |
scientific article; zbMATH DE number 6792311 |
Statements
BOUNDS ON PRICES FOR ASIAN OPTIONS VIA FOURIER METHODS (English)
0 references
17 October 2017
0 references
Asian option
0 references
lower bound
0 references
characteristic function
0 references
Fourier transform
0 references
inverse Fourier transform
0 references
exponential damping
0 references
