Year | 2015 |
---|---|
Authors | Tian-Shyr Dai ,Chun-Yuan Chiu ,Tian-Shyr Dai, and Yuh-Dauh Lyuu |
Paper Title | Pricing Asian Option by the FFT with Higher-Order Error Convergence Rate under Levy Processes |
Journal Title | Applied Mathematics and Computation |
Issue.No | 252 |
Total Pages | 418-437 |
Language | Chinese |