BOUNDS ON PRICES FOR ASIAN OPTIONS VIA FOURIER METHODS

BOUNDS ON PRICES FOR ASIAN OPTIONS VIA FOURIER METHODS

ALEXANDER, SCOTT, NOVIKOV, ALEXANDER, KORDZAKHIA, NINO
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Volume:
57
Language:
english
Journal:
The ANZIAM Journal
DOI:
10.1017/s1446181115000231
Date:
January, 2016
File:
PDF, 159 KB
english, 2016
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