Prices and sensitivities of Asian options: A survey (Q939350): Difference between revisions

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Latest revision as of 14:16, 28 June 2024

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Prices and sensitivities of Asian options: A survey
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    Prices and sensitivities of Asian options: A survey (English)
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    22 August 2008
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    Asian options
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    Greeks
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    Malliavin calculus
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    Laplace transforms
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