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zbMath1224.91151MaRDI QIDQ3071560

Qinchao Feng, Xin Lai

Publication date: 5 February 2011

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

arithmetic Asian options sensitivity parameters pathwise methods likelihood ratio methods

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Derivative securities (option pricing, hedging, etc.) (91G20)

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