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subject:"Option trading"
~person:"Berridge, Steffan John"
~person:"Forde, Martin"
~type_genre:"Article in journal"
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Berridge, Steffan John
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Robust approximations for pricing Asian options and volatility swaps under stochastic volatility
Forde, Martin
;
Jacquier, Antoine
- In:
Applied mathematical finance
17
(
2010
)
3/4
,
pp. 241-259
Persistent link: https://www.econbiz.de/10008653259
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