A fast, accurate, and simple method for pricing European-Asian and saving-Asian options (Q2484002): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fast, accurate, and simple method for pricing European-Asian and saving-Asian options |
scientific article |
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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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