Evaluation of the Asian option by the dual martingale measure
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Publication:1000483
DOI10.1023/A:1010097114285zbMath1153.91562OpenAlexW57449628MaRDI QIDQ1000483
Publication date: 6 February 2009
Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1010097114285
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