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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 (author) / Xu, Hong-Kun (author)
Journal of nonlinear and convex analysis ; 16 ; 2067-2086
2015-01-01
20 pages
Article (Journal)
English
DDC:
515.7248
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