Accurate and efficient lattice algorithms for American-style Asian options with range bounds (Q1008586): Difference between revisions

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Revision as of 04:34, 29 June 2024

scientific article
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Accurate and efficient lattice algorithms for American-style Asian options with range bounds
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    Accurate and efficient lattice algorithms for American-style Asian options with range bounds (English)
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    30 March 2009
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    Asian option
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    option pricing
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    lattice
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    path-dependent derivative
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    range-bound algorithm
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