BEM based semi-analytical approach for accurate evaluation of arithmetic Asian barrier options
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Publication:6553601
DOI10.1016/J.CAMWA.2024.05.002MaRDI QIDQ6553601
Publication date: 11 June 2024
Published in: Computers & Mathematics with Applications (Search for Journal in Brave)
Operations research, mathematical programming (90-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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