Computable Error Bounds of Laplace Inversion for Pricing...

INFORMS Journal on Computing 2018 / 11 Vol. 30; Iss. 4

Computable Error Bounds of Laplace Inversion for Pricing Asian Options

Song, Yingda, Cai, Ning, Kou, Steven
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Volume:
30
Language:
english
Journal:
INFORMS Journal on Computing
DOI:
10.1287/ijoc.2017.0805
Date:
November, 2018
File:
PDF, 400 KB
english, 2018
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