An improved convolution algorithm for discretely sampled Asian options (Q3169216)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An improved convolution algorithm for discretely sampled Asian options |
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An improved convolution algorithm for discretely sampled Asian options (English)
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28 April 2011
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asset pricing
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incomplete markets
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performance evaluation
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path-dependent options
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