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"Pricing Asian option by the FFT with higher-order error convergence rate ..."
Chun-Yuan Chiu, Tian-Shyr Dai, Yuh-Dauh Lyuu (2015)
- Chun-Yuan Chiu, Tian-Shyr Dai, Yuh-Dauh Lyuu:
Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes. Appl. Math. Comput. 252: 418-437 (2015)
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