On the Equivalence of Floating and Fixed-Strike Asian...

On the Equivalence of Floating and Fixed-Strike Asian Options

Vicky Henderson and Rafał Wojakowski
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Volume:
39
Language:
english
Journal:
Journal of Applied Probability
DOI:
10.2307/3216104
Date:
June, 2002
File:
PDF, 422 KB
english, 2002
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