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Q3607204 - MaRDI portal

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scientific article

    Statements

    author
    Oleg Seleznev
    0 references
    Konrad Abramowicz
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    publication date
    28 February 2009
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    zbMATH Keywords
    Asian option
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    Lévy processes
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    Monte Carlo pricing method
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    Identifiers

    zbMATH DE Number
    5521282
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