Analytical pricing of discretely monitored Asian-style...

Analytical pricing of discretely monitored Asian-style options: Theory and application to commodity markets

Gianluca Fusai, Marina Marena, Andrea Roncoroni
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Volume:
32
Year:
2008
Language:
english
DOI:
10.1016/j.jbankfin.2007.12.024
File:
PDF, 285 KB
english, 2008
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