Efficient pricing of discrete Asian options (Q555398)
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scientific article; zbMATH DE number 5931342
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient pricing of discrete Asian options |
scientific article; zbMATH DE number 5931342 |
Statements
Efficient pricing of discrete Asian options (English)
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22 July 2011
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discrete Asian options
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multinomial lattice model
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option pricing
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