Efficient, exact algorithms for Asian options with multiresolution lattices (Q1415634)
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scientific article; zbMATH DE number 2014988
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient, exact algorithms for Asian options with multiresolution lattices |
scientific article; zbMATH DE number 2014988 |
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Efficient, exact algorithms for Asian options with multiresolution lattices (English)
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9 December 2003
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path-dependent options
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trinomial model
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