Pricing continuous Asian options a comparison of Monte Carlo and Laplace transform inversion methods
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| Veröffentlicht in: | The journal of computational finance |
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| 1. Verfasser: | |
| Weitere Verfasser: | , |
| Format: | UnknownFormat |
| Sprache: | eng |
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1999
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| Special issue: third international conference on computational finance, part II | 2021 | volume 24, number 4 (March 2021) |
| Special issue: third international conference on computational finance, part I | 2020 | volume 24, number 3 (December 2020) |
| Special issue: Quantitative methods in financial and insurance mathematics Pt. 2 | 201213 | 16.2012/13,1 |
| Special issue: Quantitative methods in financial and insurance mathematics Pt. 1 | 201112 | 15.2011/12,4 |
| Special issue: Numerical methods for finance | 2010 | 13.2009/10,3 |