Implied Volatility from Asian Options Via Monte Carlo...

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Implied Volatility from Asian Options Via Monte Carlo Methods

Ewald, Christian-Oliver, Yang, Zhaojun, Xiao, Yajun
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Year:
2006
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.958037
File:
PDF, 237 KB
english, 2006
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