"Fourier Transform for Pricing Asian Options with Higher-Order Convergence ..."

Chun-Yuan Chiu, Tian-Shyr Dai, Yu-Cheng Tien (2010)

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DOI: —

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type: Conference or Workshop Paper

metadata version: 2010-12-07

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Chun-Yuan Chiu, Tian-Shyr Dai, Yu-Cheng Tien:
Fourier Transform for Pricing Asian Options with Higher-Order Convergence Rates. CSC 2010: 114-121

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