Laguerre Series for Asian and Other Options

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Publication:2707158

DOI10.1111/1467-9965.00101zbMath1014.91040OpenAlexW1966603303MaRDI QIDQ2707158

Daniel Dufresne

Publication date: 29 March 2001

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9965.00101



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