Pricing bounds and approximations for discrete arithmetic...

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Pricing bounds and approximations for discrete arithmetic Asian options under time-changed Lévy processes

Zeng, Pingping, Kwok, Yue Kuen
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Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2016.1149610
Date:
April, 2016
File:
PDF, 666 KB
english, 2016
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