Explicit expressions for the valuation and hedging of the arithmetic Asian option (Q1433535)
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scientific article; zbMATH DE number 2076083
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit expressions for the valuation and hedging of the arithmetic Asian option |
scientific article; zbMATH DE number 2076083 |
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Explicit expressions for the valuation and hedging of the arithmetic Asian option (English)
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18 June 2004
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exotic option
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