BOUNDS ON PRICES FOR ASIAN OPTIONS VIA FOURIER METHODS (Q5369446)
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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 |
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BOUNDS ON PRICES FOR ASIAN OPTIONS VIA FOURIER METHODS (English)
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17 October 2017
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Asian option
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lower bound
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characteristic function
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Fourier transform
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inverse Fourier transform
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exponential damping
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