LAGUERRE SERIES IN CONTINGENT CLAIM VALUATION, WITH APPLICATIONS TO ASIAN OPTIONS
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Publication:5692940
DOI10.1111/j.1467-9965.2005.00230.xzbMath1136.91457OpenAlexW3122395944MaRDI QIDQ5692940
Publication date: 28 September 2005
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.2005.00230.x
Brownian motion (60J65) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Statistical methods; economic indices and measures (91B82)
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