Accurate approximations for European-style Asian options
Year of publication: |
1998
|
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Authors: | Chalasani, Prasad ; Jha, Somesh ; Varikooty, Ashok |
Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 1.1998, 4, p. 11-30
|
Subject: | Optionspreistheorie | Option pricing theory | Theorie | Theory | Optionsgeschäft | Option trading | Simulation |
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