A fast, accurate, and simple method for pricing European-Asian and saving-Asian options
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Publication:2484002
DOI10.1007/s00453-004-1143-9zbMath1110.91015OpenAlexW2136809113MaRDI QIDQ2484002
Ken'ichiro Ohta, Kunihiko Sadakane, Takeshi Tokuyama, Akiyoshi Shioura
Publication date: 2 August 2005
Published in: Algorithmica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00453-004-1143-9
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