"Inverse transform method for simulating Levy processes and discrete Asian ..."

Zisheng Chen, Liming Feng, Xiong Lin (2011)

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DOI: 10.1109/WSC.2011.6147772

access: closed

type: Conference or Workshop Paper

metadata version: 2021-06-10

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Zisheng Chen, Liming Feng, Xiong Lin:
Inverse transform method for simulating Levy processes and discrete Asian options pricing. WSC 2011: 444-456

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