"Computable Error Bounds of Laplace Inversion for Pricing Asian Options."

Yingda Song, Ning Cai, Steven Kou (2018)

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DOI: 10.1287/IJOC.2017.0805

access: closed

type: Journal Article

metadata version: 2024-08-04

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Yingda Song, Ning Cai, Steven Kou:
Computable Error Bounds of Laplace Inversion for Pricing Asian Options. INFORMS J. Comput. 30(4): 634-645 (2018)

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