On constructive complex analysis in finance: Explicit formulas for Asian options (Q3616463)
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| Language | Label | Description | Also known as |
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| English | On constructive complex analysis in finance: Explicit formulas for Asian options |
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On constructive complex analysis in finance: Explicit formulas for Asian options (English)
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25 March 2009
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complex analytic methods and special functions in finance
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Asian options
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asymptotic expansions and series for Asian option valuation
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parabolic cylinder functions
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hypergeometric and confluent hypergeometric functions
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