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An improved binomial method for pricing Asian options - MaRDI portal

An improved binomial method for pricing Asian options (Q2842360)

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scientific article; zbMATH DE number 6198215
Language Label Description Also known as
English
An improved binomial method for pricing Asian options
scientific article; zbMATH DE number 6198215

    Statements

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    13 August 2013
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    option pricing
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    binomial method
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    Asian options
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    An improved binomial method for pricing Asian options (English)
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    Identifiers