`Efficient pricing of European-style Asian options under exponential Levy processes based on Fourier cosine expansions.'

B Zhang, CW Oosterlee

Research output: Contribution to journalArticleScientificpeer-review

46 Citations (Scopus)
Original languageEnglish
Pages (from-to)399-426
Number of pages28
JournalSIAM Journal on Financial Mathematics
Volume4
Publication statusPublished - 2013

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