Asian options pricing
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Cited in
(9)- The hedging strategy of an Asian option
- Note on ``The smoothing effect of integration in \(\mathbb {R}^d\) and the ANOVA decomposition
- Estimation of sensitivity parameters of the arithmetic Asian options
- scientific article; zbMATH DE number 6496530 (Why is no real title available?)
- Double knock-out Asian barrier options which widen or contract as they approach maturity
- scientific article; zbMATH DE number 5657685 (Why is no real title available?)
- THE GREEKS OF INDONESIAN CALL OPTION
- scientific article; zbMATH DE number 6848491 (Why is no real title available?)
- Asian options with jumps
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