Publication:4796191
From MaRDI portal
zbMath1037.91041MaRDI QIDQ4796191
S. V. Raghavan, Karhan Akcoglu, Ming-Yang Kao
Publication date: 2 March 2003
Full work available at URL: http://link.springer.de/link/service/series/0558/bibs/2161/21610404
fast Fourier transform; Monte Carlo algorithm; stock prices; European Asian options; recursive bucketing-based scheme
91B24: Microeconomic theory (price theory and economic markets)
91G20: Derivative securities (option pricing, hedging, etc.)
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