Moment matching approximation of Asian basket option prices

Moment matching approximation of Asian basket option prices

Griselda Deelstra, Ibrahima Diallo, Michèle Vanmaele
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Volume:
234
Year:
2010
Language:
english
Pages:
11
DOI:
10.1016/j.cam.2009.03.004
File:
PDF, 600 KB
english, 2010
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