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person:"Madan, Dilip B."
~isPartOf:"Discussion paper / Institute for Economic Research, Queen's University"
~isPartOf:"The journal of computational finance"
~subject:"Mathematik"
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Discussion paper / Institute for Economic Research, Queen's University
The journal of computational finance
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Pricing continuous Asian options : a comparison of Monte Carlo and Laplace transform inversion methods
Fu, Michael
;
Madan, Dilip B.
;
Wang, Tong
- In:
The journal of computational finance
2
(
1998/1999
)
2
,
pp. 49-74
Persistent link: https://www.econbiz.de/10001633397
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2
Option valuation using the fast Fourier transform
Carr, Peter
;
Madan, Dilip B.
- In:
The journal of computational finance
2
(
1999
)
4
,
pp. 61-73
Persistent link: https://www.econbiz.de/10001517298
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