On the equivalence of floating- and fixed-strike Asian options (Q3153663)

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On the equivalence of floating- and fixed-strike Asian options
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    On the equivalence of floating- and fixed-strike Asian options (English)
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    6 February 2003
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    Asian option
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    floating-strike Asian option
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    put call symmetry
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    change of numéraire
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    time reversal
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    Brownian motion
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