Spectral Expansions for Asian (Average Price) Options

DOI10.1287/opre.1040.0113zbMath1165.91406OpenAlexW2057372469MaRDI QIDQ5322002

Vadim Linetsky

Publication date: 17 July 2009

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/b05075c2accb01165e1935883ec90b191f8070af

Mathematics Subject Classification ID

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