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Efficient Pricing of European-Style Asian Options under Exponential Lévy Processes Based on Fourier Cosine Expansions.

Bowen ZhangCornelis W. Oosterlee
Published in: SIAM J. Financial Math. (2013)
Keyphrases
  • double exponential
  • cost effective
  • option pricing
  • information systems
  • decision making
  • feature extraction
  • data structure
  • data points
  • signal processing
  • lightweight
  • image reconstruction
  • fourier transform