Original language | English |
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Pages (from-to) | 399-426 |
Number of pages | 28 |
Journal | SIAM Journal on Financial Mathematics |
Volume | 4 |
Publication status | Published - 2013 |
`Efficient pricing of European-style Asian options under exponential Levy processes based on Fourier cosine expansions.'
B Zhang, CW Oosterlee
Research output: Contribution to journal › Article › Scientific › peer-review
67
Citations
(Scopus)