Chiu, C., Dai, T., & Lyuu, Y. (2015). Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes. Applied mathematics and computation, 252, 418-437. https://doi.org/10.1016/j.amc.2014.12.002
Citácia podle Chicago (17th ed.)Chiu, Chun-Yuan, Tian-Shyr Dai, a Yuh-Dauh Lyuu. "Pricing Asian Option by the FFT with Higher-order Error Convergence Rate Under Lévy Processes." Applied Mathematics and Computation 252 (2015): 418-437. https://doi.org/10.1016/j.amc.2014.12.002.
Citácia podľa MLA (8th ed.)Chiu, Chun-Yuan, et al. "Pricing Asian Option by the FFT with Higher-order Error Convergence Rate Under Lévy Processes." Applied Mathematics and Computation, vol. 252, 2015, pp. 418-437, https://doi.org/10.1016/j.amc.2014.12.002.
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