Pricing Bounds and Approximations for Discrete Arithmetic...

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Pricing Bounds and Approximations for Discrete Arithmetic Asian Options under Time-Changed LLvy Processes

Zeng, Pingping, Kwok, Yue Kuen
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Year:
2014
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2465680
File:
PDF, 221 KB
english, 2014
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