Pricing of early-exercise Asian options under Lévy processes based on Fourier cosine expansions
Journal Article
(2014)
Research Group
Numerical Analysis
DOI related publication
https://doi.org/10.1016/j.apnum.2013.11.004
To reference this document use:
https://resolver.tudelft.nl/uuid:143b93e5-1c25-4e48-9520-adf7a5fbdccb
More Info
expand_more
expand_more
Publication Year
2014
Language
English
Research Group
Numerical Analysis
Volume number
78
Pages (from-to)
14-30
No files available
Metadata only record. There are no files for this record.