Computable Error Bounds of Laplace Inversion for Pricing Asian Options.

Yingda Song Ning Cai Steven Kou

Published in: INFORMS J. Comput. (2018)

Keyphrases

error bounds
option pricing
black scholes model
double exponential
worst case
theoretical analysis
image reconstruction
hong kong
decision analysis
stock price
dynamic pricing
finite sample
neural network
np hard