Pricing Asian Options Under a Hyper-Exponential Jump Diffusion Model
| Year of publication: |
2012
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|---|---|
| Authors: | Cai, Ning ; Kou, Steven |
| Published in: |
Operations research : the journal of the Operations Research Society of America. - Linthicum, Md : INFORMS, ISSN 0030-364X, ZDB-ID 1233890. - Vol. 60.2012, 1, p. 64-78
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