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Pricing Asian options via Taylor approximations
Pricing Asian options via Taylor approximations
Pricing Asian options via Taylor approximations
Lai, Chin-Chun (Autor:in) / Xu, Hong-Kun (Autor:in)
Journal of nonlinear and convex analysis ; 16 ; 2067-2086
01.01.2015
20 pages
Aufsatz (Zeitschrift)
Englisch
DDC:
515.7248
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