Please log in to take part in the discussion (add own reviews or comments).
Cite this publication
More citation styles
- please select -
%0 Conference Paper
%1 conf/csc/ChiuDT10
%A Chiu, Chun-Yuan
%A Dai, Tian-Shyr
%A Tien, Yu-Cheng
%B CSC
%D 2010
%E Arabnia, Hamid R.
%E Gravvanis, George A.
%E D'Alotto, Louis
%E Nystrom, James
%E Solo, Ashu M. G.
%E Spataro, William
%E Tokgoz, Emre
%I CSREA Press
%K dblp
%P 114-121
%T Fourier Transform for Pricing Asian Options with Higher-Order Convergence Rates.
%U http://dblp.uni-trier.de/db/conf/csc/csc2010.html#ChiuDT10
%@ 1-60132-137-6
@inproceedings{conf/csc/ChiuDT10,
added-at = {2010-12-07T00:00:00.000+0100},
author = {Chiu, Chun-Yuan and Dai, Tian-Shyr and Tien, Yu-Cheng},
biburl = {https://www.bibsonomy.org/bibtex/2946541106a200b9a1c0feb80351e8e7e/dblp},
booktitle = {CSC},
crossref = {conf/csc/2010},
editor = {Arabnia, Hamid R. and Gravvanis, George A. and D'Alotto, Louis and Nystrom, James and Solo, Ashu M. G. and Spataro, William and Tokgoz, Emre},
interhash = {f504490a341845f46ef0f62663a34d71},
intrahash = {946541106a200b9a1c0feb80351e8e7e},
isbn = {1-60132-137-6},
keywords = {dblp},
pages = {114-121},
publisher = {CSREA Press},
timestamp = {2010-12-08T11:32:44.000+0100},
title = {Fourier Transform for Pricing Asian Options with Higher-Order Convergence Rates.},
url = {http://dblp.uni-trier.de/db/conf/csc/csc2010.html#ChiuDT10},
year = 2010
}