Differential equations and asymptotic solutions for arithmetic Asian options: ‘Black–Scholes formulae’ for Asian rate calls (Q3532293)
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scientific article; zbMATH DE number 5360309
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| English | Differential equations and asymptotic solutions for arithmetic Asian options: ‘Black–Scholes formulae’ for Asian rate calls |
scientific article; zbMATH DE number 5360309 |
Statements
Differential equations and asymptotic solutions for arithmetic Asian options: ‘Black–Scholes formulae’ for Asian rate calls (English)
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3 November 2008
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0.8824126124382019
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0.8538216352462769
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0.8524282574653625
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0.8479535579681396
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0.8451916575431824
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