An Efficient Transform Method for Asian Option Pricing (Q2953943)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Efficient Transform Method for Asian Option Pricing |
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An Efficient Transform Method for Asian Option Pricing (English)
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11 January 2017
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arithmetic Asian options
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fast Fourier transform
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Lévy processes
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basis
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characteristic function
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Carverhill-Clewlow factorization
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PROJ
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COS
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FFT
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frame projection
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option pricing
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B-spline
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exotic options
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