Pricing Asian options via compound gamma and orthogonal...

Applied Mathematics and Computation 2015 / 08 Vol. 264

Pricing Asian options via compound gamma and orthogonal polynomials

Aprahamian, Hrayer, Maddah, Bacel
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Volume:
264
Language:
english
Journal:
Applied Mathematics and Computation
DOI:
10.1016/j.amc.2015.04.041
Date:
August, 2015
File:
PDF, 1.06 MB
english, 2015
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