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scientific article; zbMATH DE number 1875432
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scientific article; zbMATH DE number 1875432

    Statements

    author
    Karhan Akcoglu
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    S. V. Raghavan
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    Ming-Yang Kao
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    publication date
    2 March 2003
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    zbMATH DE Number
    1875432
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    zbMATH Keywords
    European Asian options
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    stock prices
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    Monte Carlo algorithm
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    recursive bucketing-based scheme
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    fast Fourier transform
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