`Efficient pricing of European-style Asian options under exponential Levy processes based on Fourier cosine expansions.'
Journal Article
(2013)
Research Group
Numerical Analysis
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https://resolver.tudelft.nl/a96b4750-c82f-448b-8bdf-2180776937bf
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Publication Year
2013
Language
English
Research Group
Numerical Analysis
Volume number
4
Pages (from-to)
399-426
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