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%0 Conference Paper
%1 conf/wsc/ChenFL11
%A Chen, Zisheng
%A Feng, Liming
%A Lin, Xiong
%B WSC
%D 2011
%E Jain, S.
%E Jr., Roy R. Creasey
%E Himmelspach, Jan
%E White, K. Preston
%E Fu, Michael C.
%I IEEE
%K dblp
%P 444-456
%T Inverse transform method for simulating Levy processes and discrete Asian options pricing.
%U http://dblp.uni-trier.de/db/conf/wsc/wsc2011.html#ChenFL11
%@ 978-1-4577-2107-6
@inproceedings{conf/wsc/ChenFL11,
added-at = {2021-06-10T00:00:00.000+0200},
author = {Chen, Zisheng and Feng, Liming and Lin, Xiong},
biburl = {https://www.bibsonomy.org/bibtex/27a9e4b8263d7841c314bec84b434a29e/dblp},
booktitle = {WSC},
crossref = {conf/wsc/2011},
editor = {Jain, S. and Jr., Roy R. Creasey and Himmelspach, Jan and White, K. Preston and Fu, Michael C.},
ee = {http://dl.acm.org/citation.cfm?id=2431569},
interhash = {e63d428a9412d1e5138a53d5c9826030},
intrahash = {7a9e4b8263d7841c314bec84b434a29e},
isbn = {978-1-4577-2107-6},
keywords = {dblp},
pages = {444-456},
publisher = {IEEE},
timestamp = {2024-04-09T16:41:40.000+0200},
title = {Inverse transform method for simulating Levy processes and discrete Asian options pricing.},
url = {http://dblp.uni-trier.de/db/conf/wsc/wsc2011.html#ChenFL11},
year = 2011
}