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Searched for: author%3A%22Zhang%2C+B.%22
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An efficient pricing algorithm for swing options based on Fourier cosine expansions
Efficient Pricing of European-Style Asian Options under Exponential Lévy Processes Based on Fourier Cosine Expansions
Efficient pricing of Asian options under Lévy processes based on Fourier cosine expansions. Part II. Early-exercise features and GPU implementation
Efficient pricing of Asian options under Lévy processes based on Fourier cosine expansions Part I: European-style products
Efficient pricing of commodity options with early-exercise under the Ornstein–Uhlenbeck process
An efficient pricing algorithm for swing options based on fourier cosine expansions
Acceleration of option pricing technique on graphics processing units
Searched for: author%3A%22Zhang%2C+B.%22
(1 - 7 of 7)
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