Efficient pricing of discrete Asian options (Q555398): Difference between revisions

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+Q2768497
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+A Note on Average Rate Options with Discrete Sampling
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+Accurate pricing formulas for Asian options
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+The value of an Asian option
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+A convergent quadratic-time lattice algorithm for pricing European-style Asian options
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+PRICING OF AMERICAN PATH-DEPENDENT CONTINGENT CLAIMS
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+The singular points binominal method for pricing American path-dependent options
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