AN ACCURATE VALUATION OF ASIAN OPTIONS USING MOMENTS

AN ACCURATE VALUATION OF ASIAN OPTIONS USING MOMENTS

FUSAI, G., TAGLIANI, A.
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Volume:
5
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024902001389
Date:
March, 2002
File:
PDF, 357 KB
english, 2002
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