Efficient pricing of asian options under L´evy processes

B Zhang, CW Oosterlee

Research output: Book/Report › Report › Professional

Original language	English
Place of Publication	Delft
Publisher	Delft University of Technology, Faculteit Elektrotechniek, Wiskunde en Informatica
Number of pages	29
Volume	Reports of the Department of Applied Mathematics
Publication status	Published - 2011

Name
Publisher	EWI Dept. Applied Mathematics

ISSN: 1389-6520

Keywords

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AU - Oosterlee, CW

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KW - departmental working papers

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M3 - Report

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BT - Efficient pricing of asian options under L´evy processes

PB - Delft University of Technology, Faculteit Elektrotechniek, Wiskunde en Informatica

CY - Delft

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