%0 Journal Article %1 journals/siamfm/ZhangO13 %A Zhang, Bowen %A Oosterlee, Cornelis W. %D 2013 %J SIAM J. Financial Math. %K dblp %N 1 %P 399-426 %T Efficient Pricing of European-Style Asian Options under Exponential Lévy Processes Based on Fourier Cosine Expansions. %U http://dblp.uni-trier.de/db/journals/siamfm/siamfm4.html#ZhangO13 %V 4

@article{journals/siamfm/ZhangO13, added-at = {2020-02-05T00:00:00.000+0100}, author = {Zhang, Bowen and Oosterlee, Cornelis W.}, biburl = {https://www.bibsonomy.org/bibtex/2a10f31d526fba89d3177faf467d1d9f1/dblp}, ee = {https://doi.org/10.1137/110853339}, interhash = {eb4ef228b21d06d59fe26da62aa33a31}, intrahash = {a10f31d526fba89d3177faf467d1d9f1}, journal = {SIAM J. Financial Math.}, keywords = {dblp}, number = 1, pages = {399-426}, timestamp = {2020-02-06T11:39:02.000+0100}, title = {Efficient Pricing of European-Style Asian Options under Exponential Lévy Processes Based on Fourier Cosine Expansions.}, url = {http://dblp.uni-trier.de/db/journals/siamfm/siamfm4.html#ZhangO13}, volume = 4, year = 2013 }