Asymptotic Approximations for Asian, European, and American...

Asymptotic Approximations for Asian, European, and American Options with Discrete Averaging or Discrete Dividend/Coupon Payments

Howison, Sam
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Volume:
3
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/090771636
Date:
March, 2012
File:
PDF, 347 KB
english, 2012
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