Fourier Transform for Pricing Asian Options with Higher-Order Convergence Rates.

Chun-Yuan Chiu Tian-Shyr Dai Yu-Cheng Tien Fourier Transform for Pricing Asian Options with Higher-Order Convergence Rates. 114-121 2010 CSC conf/csc/2010 db/conf/csc/csc2010.html#ChiuDT10