Efficient pricing of discrete Asian options (Q555398)

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Efficient pricing of discrete Asian options
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    title
    Efficient pricing of discrete Asian options (English)
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    author
    Yuh-Dauh Lyuu
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    publication date
    22 July 2011
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    zbMATH DE Number
    5931342
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    zbMATH Keywords
    discrete Asian options
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    multinomial lattice model
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    option pricing
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