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The Pricing of Asian Options u...
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Options : classic approaches to pricing and modelling
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Options: a Monte Carlo approach
Boyle, Phelim P.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 233-248)
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1999
Persistent link: https://www.econbiz.de/10001772457
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A pricing method for options based on average asset values
Kemna, A. G. Z.
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Vorst, Ton
- In:
Options : classic approaches to pricing and modelling
,
(pp. 345-360)
.
1999
Persistent link: https://www.econbiz.de/10001772465
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Tests for unit roots : a Monte Carlo investigation
Schwert, George William
- In:
Journal of business & economic statistics : JBES ; a …
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2002
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