Efficient and accurate quadratic approximation methods for pricing Asian strike options
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Publication:3005363
DOI10.1080/14697680903369492zbMath1214.91111OpenAlexW1977361903MaRDI QIDQ3005363
Chuang-Chang Chang, Chueh-Yung Tsao
Publication date: 7 June 2011
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697680903369492
Numerical methods (including Monte Carlo methods) (91G60) Numerical methods for wavelets (65T60) Derivative securities (option pricing, hedging, etc.) (91G20)
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