Pages that link to "Item:Q298749"
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The following pages link to Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes (Q298749):
Displaying 3 items.
- Very fast algorithms for implied barriers and moving-barrier options pricing (Q2104341) (← links)
- Pricing of early-exercise Asian options under Lévy processes based on Fourier cosine expansions (Q2437361) (← links)
- Efficient pricing of European-style Asian options under exponential Lévy processes based on Fourier cosine expansions (Q2873135) (← links)