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dc.contributor | Universitat de Barcelona |
---|---|
dc.contributor.author | Leitao, Alvaro |
dc.contributor.author | Ortiz Gracia, Luis |
dc.contributor.author | Wagner, Emma I. |
dc.date | 2019-01-24T14:35:59Z |
dc.date | 2018 |
dc.date | 2019-01-24T14:35:59Z |
dc.date | info:eu-repo/date/embargoEnd/2020-12-31 |
dc.identifier.citation | 1877-7503 |
dc.identifier.citation | 684850 |
dc.identifier.uri | http://hdl.handle.net/2445/127590 |
dc.format | 20 p. |
dc.format | application/pdf |
dc.language.iso | eng |
dc.publisher | Elsevier B.V. |
dc.relation | Versió postprint del document publicat a: https://doi.org/10.1016/j.jocs.2018.07.004 |
dc.relation | Journal Of Computational Science, 2018, vol. 28, num. September, p. 120-139 |
dc.relation | https://doi.org/10.1016/j.jocs.2018.07.004 |
dc.rights | cc-by-nc-nd (c) Elsevier B.V., 2018 |
dc.rights | info:eu-repo/semantics/embargoedAccess |
dc.rights | http://creativecommons.org/licenses/by-nc-nd/3.0/es |
dc.subject | Anàlisi financera |
dc.subject | Anàlisi de Fourier |
dc.subject | Matemàtica financera |
dc.subject | Àsia |
dc.subject | Investment analysis |
dc.subject | Fourier analysis |
dc.subject | Business mathematics |
dc.subject | Asia |
dc.title | SWIFT valuation of discretely monitored arithmetic Asian options |
dc.type | info:eu-repo/semantics/article |
dc.type | info:eu-repo/semantics/acceptedVersion |
dc.description.abstract |