Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes (Q298749)
From MaRDI portal
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)
0 references
21 June 2016
0 references
