A fast, accurate, and simple method for pricing European-Asian and saving-Asian options (Q2484002): Difference between revisions

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Latest revision as of 22:15, 19 March 2024

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A fast, accurate, and simple method for pricing European-Asian and saving-Asian options
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    A fast, accurate, and simple method for pricing European-Asian and saving-Asian options (English)
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    2 August 2005
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    approximation algorithm
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    randomized algorithm
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    binomial tree model
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