Chun-Yuan Chiu

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes
Applied Mathematics and Computation
2016-06-21Paper
Pricing barrier stock options with discrete dividends by approximating analytical formulae
Quantitative Finance
2015-04-16Paper


Research outcomes over time


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