Numerical pricing of geometric asian options with barriers

Mathematical Methods in the Applied Sciences 2018 / 11 Vol. 41; Iss. 17

Numerical pricing of geometric asian options with barriers

Aimi, Alessandra, Diazzi, Lorenzo, Guardasoni, Chiara
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Volume:
41
Language:
english
Journal:
Mathematical Methods in the Applied Sciences
DOI:
10.1002/mma.5179
Date:
November, 2018
File:
PDF, 605 KB
english, 2018
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