Computable Error Bounds of Laplace Inversion for Pricing Asian Options
- Yingda Song ,
Corresponding Author
Yingda Song
[email protected]http://orcid.org/0000-0002-2184-4697
Antai College of Economics and Management, Shanghai Jiao Tong University, 200030 Shanghai, China
- Ning Cai,
Ning Cai
[email protected]Department of Industrial Engineering and Decision Analytics, The Hong Kong University of Science and Technology, Clear Water Bay, Kowloon, Hong Kong SAR, China
- Steven Kou
Steven Kou
[email protected]Risk Management Institute and Department of Mathematics, National University of Singapore, Singapore; and National University of Singapore Suzhou Research Institute, Suzhou Industrial Park, 215123 Suzhou, China
Corresponding Author
Yingda Song
[email protected]http://orcid.org/0000-0002-2184-4697
Antai College of Economics and Management, Shanghai Jiao Tong University, 200030 Shanghai, China
Ning Cai
[email protected]Department of Industrial Engineering and Decision Analytics, The Hong Kong University of Science and Technology, Clear Water Bay, Kowloon, Hong Kong SAR, China
Steven Kou
[email protected]Risk Management Institute and Department of Mathematics, National University of Singapore, Singapore; and National University of Singapore Suzhou Research Institute, Suzhou Industrial Park, 215123 Suzhou, China
Supplemental Material
ijoc.2017.0805-sm.pdf (179 KB)
