A P.D.E. approach to Asian options: Analytical and numerical evidence
| Year of publication: |
1997
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|---|---|
| Authors: | Alziary, B. ; Décamps, J.-P. ; Koehl, P.-F. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 21.1997, 5, p. 613-640
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