Pricing Asian options under a hyper-exponential jump diffusion model

Ning Cai; Steven Kou

Year of publication:	2012
Authors:	Cai, Ning ; Kou, Steven
Published in:	Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 60.2012, 1, p. 64-77
Subject:	Optionsgeschäft \| Option trading \| Optionspreistheorie \| Option pricing theory

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