Pricing and hedging of Asian options: quasi-explicit solutions via Malliavin calculus
| Year of publication: |
2011
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|---|---|
| Authors: | Yang, Zhaojun ; Ewald, Christian-Oliver ; Menkens, Olaf |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 13106958. - Vol. 74.2011, 1, p. 93-121
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