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Asian and Australian options: a common perspective - MaRDI portal

Asian and Australian options: a common perspective (Q1994236)

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scientific article; zbMATH DE number 6970188
Language Label Description Also known as
English
Asian and Australian options: a common perspective
scientific article; zbMATH DE number 6970188

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    Asian and Australian options: a common perspective (English)
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    1 November 2018
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    asset pricing
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    derivatives
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    Asian options
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    quanto options
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    dollar cost averaging (DCA)
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    numerical methods
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