A parallel wavelet-based pricing procedure for Asian...

A parallel wavelet-based pricing procedure for Asian options

Corsaro, S., Marazzina, D., Marino, Z.
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Volume:
15
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2014.935465
Date:
January, 2015
File:
PDF, 990 KB
english, 2015
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