New pricing formula for arithmetic Asian options using PDE approach (Q2908355)
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scientific article; zbMATH DE number 6076766
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| English | New pricing formula for arithmetic Asian options using PDE approach |
scientific article; zbMATH DE number 6076766 |
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4 September 2012
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0.9113965
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0.90885967
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0.90729463
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0.89939153
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0.89571935
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0.89488894
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0.8947527
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New pricing formula for arithmetic Asian options using PDE approach (English)
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