2024-03-29T11:57:24Z
https://oai.zbmath.org/v1/
oai:zbmath.org:6595829
2016-06-21T09:11:48Z
65
91
Chiu, Chun-Yuan; Dai, Tian-Shyr; Lyuu, Yuh-Dauh
2015
6595829
English
Elsevier (North-Holland), New York, NY
https://zbmath.org/06595829
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Appl. Math. Comput. 252, 418-437 (2015).
91G60; 65T50; 91G20
Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes
j