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scientific article
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scientific article

    Statements

    author
    Peidong Guo
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    Qihong Chen
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    Jizhou Zhang
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    publication date
    5 February 2011
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    zbMATH Keywords
    Asian quanto option
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    stochastic interest rate
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    Vasicek model
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    option pricing
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    Identifiers

    Mathematics Subject Classification ID
    91G30
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    91G80
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    35Q91
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    zbMATH DE Number
    5846608
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